-29.6%
CLS vs CEG
-33.0%
+3.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -6.7% | -2.3% | -5.2% |
| 7D | -21.1% | -4.8% | -16.4% | -18.7% |
| 30D | -38.2% | -8.2% | -30.0% | -34.8% |
| 3M | -36.3% | -7.9% | -28.4% | -33.1% |
| 6M | -43.8% | -23.2% | -20.6% | -34.8% |
| YTD | -20.0% | -30.1% | +10.1% | -0.9% |
| 1Y | -29.6% | -31.9% | +2.3% | -9.5% |
| All | -29.6% | -33.0% | +3.4% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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