+32.3%
CEG vs MULL
+2,481.0%
-2,448.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.5% |
| 7D | +6.7% | +14.0% | -7.3% | +4.6% |
| 30D | +11.0% | +24.8% | -13.8% | +6.8% |
| 3M | +19.5% | -16.1% | +35.6% | +14.5% |
| 6M | -5.9% | +330.9% | -336.8% | -39.9% |
| YTD | -15.0% | +545.0% | -560.0% | -53.3% |
| 1Y | +0.6% | +2,427.1% | -2,426.5% | -64.3% |
| All | +32.3% | +2,481.0% | -2,448.8% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling