+26.5%
CEG vs MULL
+2,366.2%
-2,339.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.3% | +6.6% | -1.3% |
| 7D | +0.3% | +3.6% | -3.3% | -0.3% |
| 30D | +2.9% | +22.0% | -19.1% | -0.7% |
| 3M | +18.2% | -8.6% | +26.8% | +11.5% |
| 6M | -9.5% | +248.5% | -258.1% | -39.7% |
| YTD | -18.7% | +516.3% | -535.0% | -55.0% |
| 1Y | -10.1% | +2,036.6% | -2,046.8% | -66.8% |
| All | +26.5% | +2,366.2% | -2,339.7% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling