+10.6%
CEG vs MULL
+968.6%
-958.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.1% | -4.8% | +3.0% |
| 7D | -4.7% | -42.7% | +38.0% | +2.0% |
| 30D | -16.6% | -63.8% | +47.2% | -5.2% |
| 3M | -4.1% | -49.0% | +44.9% | +2.6% |
| 6M | -22.3% | -38.2% | +15.8% | -29.2% |
| YTD | -28.9% | +167.0% | -196.0% | -56.7% |
| 1Y | -28.5% | +247.7% | -276.2% | -60.5% |
| All | +10.6% | +968.6% | -958.0% | -63.7% |
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