+36.7%
CLS vs CEG
-1.7%
+38.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +2.0% |
| 7D | +20.1% | +1.3% | +18.8% | +19.1% |
| 30D | +6.0% | +8.8% | -2.8% | +1.1% |
| 3M | -10.3% | +17.0% | -27.3% | -18.4% |
| 6M | +24.5% | -8.7% | +33.2% | +29.3% |
| YTD | +12.9% | -16.4% | +29.3% | +23.1% |
| 1Y | +36.7% | -1.8% | +38.4% | +46.8% |
| All | +36.7% | -1.7% | +38.4% | +46.8% |
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