+582.9%
CEG vs ECL
+50.6%
+532.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.0% | +8.4% | +9.7% |
| 7D | +7.3% | -0.5% | +7.9% | +7.4% |
| 30D | -7.4% | +8.8% | -16.2% | -10.5% |
| 3M | +2.5% | +7.8% | -5.4% | -0.7% |
| 6M | -8.8% | +21.3% | -30.1% | -15.9% |
| YTD | -21.5% | +17.8% | -39.3% | -26.9% |
| 1Y | -22.5% | +21.1% | -43.6% | -28.8% |
| 3Y | +133.3% | +80.1% | +53.2% | +79.4% |
| All | +582.9% | +50.6% | +532.3% | +457.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling