+2,125.4%
CLS vs CEG
+666.0%
+1,459.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.0% |
| 7D | +16.3% | +12.1% | +4.2% | +9.8% |
| 30D | -25.7% | +0.2% | -25.9% | -25.3% |
| 3M | -30.9% | +0.7% | -31.6% | -31.1% |
| 6M | -35.5% | +2.2% | -37.7% | -36.7% |
| YTD | -18.7% | -20.3% | +1.6% | -10.7% |
| 1Y | -17.9% | -16.1% | -1.8% | -11.9% |
| 3Y | +838.1% | +134.7% | +703.4% | +589.5% |
| All | +2,125.4% | +666.0% | +1,459.4% | +1,102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling