+639.5%
CEG vs ECL
+36.8%
+602.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.8% |
| 7D | +8.0% | -2.6% | +10.6% | +9.1% |
| 30D | +12.9% | -2.2% | +15.1% | +13.8% |
| 3M | +13.2% | +10.1% | +3.1% | +8.5% |
| 6M | -7.0% | -5.7% | -1.3% | -5.4% |
| YTD | -15.0% | +7.0% | -22.0% | -17.8% |
| 1Y | -2.7% | +2.7% | -5.4% | -4.8% |
| 3Y | +184.1% | +57.7% | +126.3% | +130.2% |
| All | +639.5% | +36.8% | +602.7% | +527.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling