-16.1%
CEG vs MULL
+322.2%
-338.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | -0.4% |
| 7D | +12.1% | +24.5% | -12.4% | +9.9% |
| 30D | +0.2% | -35.5% | +35.7% | +2.4% |
| 3M | +0.7% | -44.8% | +45.5% | +3.5% |
| 6M | +2.2% | -45.5% | +47.7% | +0.9% |
| YTD | -20.3% | +232.5% | -252.9% | -35.9% |
| 1Y | -16.1% | +343.3% | -359.3% | -36.3% |
| All | -16.1% | +322.2% | -338.2% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling