-10.1%
CEG vs MXL
+329.6%
-339.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -2.4% |
| 7D | +0.3% | +16.6% | -16.3% | -1.1% |
| 30D | +2.9% | +0.5% | +2.4% | +2.6% |
| 3M | +18.2% | -3.6% | +21.8% | +16.1% |
| 6M | -9.5% | +328.0% | -337.6% | -32.7% |
| YTD | -18.7% | +297.8% | -316.5% | -38.4% |
| 1Y | -10.1% | +339.4% | -349.6% | -35.7% |
| All | -10.1% | +329.6% | -339.8% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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