+518.2%
CEG vs CME
+65.3%
+453.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.3% |
| 7D | -4.7% | +0.9% | -5.6% | -4.8% |
| 30D | -16.6% | +13.2% | -29.7% | -17.2% |
| 3M | -4.1% | +16.3% | -20.4% | -5.2% |
| 6M | -22.3% | +7.1% | -29.5% | -22.5% |
| YTD | -28.9% | +15.8% | -44.8% | -30.1% |
| 1Y | -28.5% | +17.1% | -45.5% | -29.9% |
| 3Y | +104.3% | +63.2% | +41.1% | +78.4% |
| All | +518.2% | +65.3% | +453.0% | +421.6% |
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