+2,955.3%
CLS vs CEG
+717.5%
+2,237.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +12.8% | +6.7% | +6.1% | +8.9% |
| 30D | +3.8% | +11.0% | -7.2% | -1.7% |
| 3M | -14.6% | +19.5% | -34.1% | -22.5% |
| 6M | +32.2% | -5.9% | +38.1% | +34.2% |
| YTD | +11.6% | -15.0% | +26.6% | +18.3% |
| 1Y | +35.1% | +0.6% | +34.4% | +31.9% |
| 3Y | +1,312.5% | +180.6% | +1,131.9% | +865.9% |
| All | +2,955.3% | +717.5% | +2,237.7% | +1,492.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling