+104.3%
CEG vs ECL
+78.2%
+26.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.8% |
| 7D | -4.7% | -0.8% | -4.0% | -4.7% |
| 30D | -16.6% | +8.1% | -24.7% | -18.9% |
| 3M | -4.1% | +6.4% | -10.5% | -6.3% |
| 6M | -22.3% | +14.8% | -37.1% | -26.4% |
| YTD | -28.9% | +15.5% | -44.4% | -33.1% |
| 1Y | -28.5% | +20.1% | -48.6% | -33.6% |
| 3Y | +104.3% | +77.8% | +26.5% | +39.5% |
| All | +104.3% | +78.2% | +26.1% | +39.5% |
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