+32.2%
CEG vs MULL
+2,561.4%
-2,529.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.8% | -6.9% | +3.2% |
| 7D | +8.0% | +17.3% | -9.3% | +5.4% |
| 30D | +12.9% | +23.5% | -10.6% | +8.8% |
| 3M | +13.2% | -24.0% | +37.1% | +9.3% |
| 6M | -7.0% | +276.7% | -283.7% | -38.8% |
| YTD | -15.0% | +565.1% | -580.1% | -53.5% |
| 1Y | -2.7% | +2,802.6% | -2,805.3% | -66.8% |
| All | +32.2% | +2,561.4% | -2,529.1% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling