+518.2%
CEG vs ACM
-3.4%
+521.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -4.7% | +5.4% | -10.1% | -6.9% |
| 30D | -16.6% | +15.1% | -31.7% | -21.5% |
| 3M | -4.1% | -10.5% | +6.3% | -0.4% |
| 6M | -22.3% | -19.7% | -2.6% | -15.6% |
| YTD | -28.9% | -28.8% | -0.1% | -19.0% |
| 1Y | -28.5% | -47.9% | +19.4% | -3.9% |
| 3Y | +104.3% | -12.4% | +116.6% | +100.3% |
| All | +518.2% | -3.4% | +521.6% | +457.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling