+639.5%
CEG vs EL
-64.4%
+703.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +1.9% | +4.4% |
| 7D | +8.0% | +0.8% | +7.2% | +7.9% |
| 30D | +12.9% | +19.8% | -6.9% | +9.3% |
| 3M | +13.2% | +25.7% | -12.5% | +8.5% |
| 6M | -7.0% | +5.4% | -12.4% | -8.5% |
| YTD | -15.0% | +0.2% | -15.2% | -16.2% |
| 1Y | -2.7% | +20.4% | -23.2% | -7.5% |
| 3Y | +184.1% | -32.1% | +216.2% | +181.3% |
| All | +639.5% | -64.4% | +703.9% | +695.7% |
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