+130.1%
CEG vs ACM
-9.4%
+139.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +11.8% | +3.0% | +8.8% | +10.7% |
| 30D | -6.5% | +19.7% | -26.2% | -12.3% |
| 3M | -1.2% | +5.3% | -6.5% | -3.5% |
| 6M | -8.0% | -10.8% | +2.7% | -4.8% |
| YTD | -21.9% | -25.1% | +3.2% | -13.3% |
| 1Y | -21.4% | -45.8% | +24.3% | +3.8% |
| All | +130.1% | -9.4% | +139.5% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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