+639.5%
CEG vs ACM
-4.1%
+643.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | +8.0% | -3.7% | +11.8% | +9.7% |
| 30D | +12.9% | -11.1% | +24.0% | +18.0% |
| 3M | +13.2% | -8.0% | +21.1% | +16.0% |
| 6M | -7.0% | -29.7% | +22.7% | +8.2% |
| YTD | -15.0% | -29.4% | +14.4% | -2.5% |
| 1Y | -2.7% | -46.4% | +43.7% | +28.6% |
| 3Y | +184.1% | -22.3% | +206.4% | +197.9% |
| All | +639.5% | -4.1% | +643.5% | +571.2% |
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 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