+518.2%
CEG vs EL
-62.3%
+580.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.9% |
| 7D | -4.7% | +0.8% | -5.5% | -4.9% |
| 30D | -16.6% | +16.5% | -33.1% | -18.9% |
| 3M | -4.1% | +29.2% | -33.3% | -8.6% |
| 6M | -22.3% | +27.9% | -50.2% | -26.1% |
| YTD | -28.9% | +6.2% | -35.1% | -30.8% |
| 1Y | -28.5% | +27.2% | -55.6% | -32.7% |
| 3Y | +104.3% | +3.2% | +101.1% | +85.4% |
| All | +518.2% | -62.3% | +580.5% | +557.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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