+593.1%
CEG vs ECL
+51.9%
+541.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.4% |
| 7D | +12.1% | +2.9% | +9.2% | +11.0% |
| 30D | +0.2% | +7.5% | -7.3% | -2.6% |
| 3M | +0.7% | +12.2% | -11.5% | -3.8% |
| 6M | +2.2% | +24.6% | -22.3% | -6.7% |
| YTD | -20.3% | +18.8% | -39.1% | -26.1% |
| 1Y | -16.1% | +19.3% | -35.4% | -22.4% |
| 3Y | +134.7% | +78.2% | +56.5% | +81.3% |
| All | +593.1% | +51.9% | +541.2% | +463.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling