+732.7%
CLS vs CEG
+114.1%
+618.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -2.0% |
| 7D | -22.2% | -4.7% | -17.4% | -19.7% |
| 30D | -44.4% | -16.6% | -27.8% | -37.9% |
| 3M | -34.3% | -4.1% | -30.2% | -32.8% |
| 6M | -50.1% | -22.3% | -27.7% | -43.0% |
| YTD | -30.1% | -28.9% | -1.2% | -17.2% |
| 1Y | -39.3% | -28.5% | -10.9% | -28.0% |
| 3Y | +732.7% | +104.3% | +628.4% | +536.1% |
| All | +732.7% | +114.1% | +618.6% | +536.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling