+639.5%
CEG vs CME
+51.3%
+588.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.1% | +4.9% |
| 7D | +8.0% | -1.6% | +9.6% | +8.1% |
| 30D | +12.9% | +6.2% | +6.7% | +12.3% |
| 3M | +13.2% | +10.4% | +2.7% | +12.2% |
| 6M | -7.0% | -9.5% | +2.5% | -5.8% |
| YTD | -15.0% | +6.0% | -21.0% | -16.0% |
| 1Y | -2.7% | +9.3% | -12.0% | -4.7% |
| 3Y | +184.1% | +57.7% | +126.4% | +143.6% |
| All | +639.5% | +51.3% | +588.2% | +527.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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