+604.3%
CEG vs CMI
+161.9%
+442.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.1% |
| 7D | -4.8% | -0.7% | -4.0% | -4.4% |
| 30D | +2.3% | -12.4% | +14.7% | +9.9% |
| 3M | +15.6% | -14.8% | +30.4% | +25.3% |
| 6M | -5.0% | +0.8% | -5.8% | -7.3% |
| YTD | -19.0% | +10.2% | -29.2% | -26.0% |
| 1Y | -10.0% | +37.4% | -47.4% | -28.1% |
| 3Y | +163.9% | +153.3% | +10.7% | +55.6% |
| All | +604.3% | +161.9% | +442.4% | +275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling