+136.5%
CEG vs ECL
+77.0%
+59.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.1% |
| 7D | +17.8% | -0.5% | +18.3% | +18.0% |
| 30D | -4.5% | +6.6% | -11.1% | -6.7% |
| 3M | +1.5% | +9.6% | -8.1% | -1.8% |
| 6M | -3.5% | +21.6% | -25.1% | -10.4% |
| YTD | -19.7% | +16.9% | -36.6% | -24.6% |
| 1Y | -19.8% | +17.9% | -37.7% | -25.0% |
| All | +136.5% | +77.0% | +59.5% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling