+172.4%
CEG vs CMI
+149.3%
+23.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.0% |
| 7D | +1.3% | +0.7% | +0.6% | +1.0% |
| 30D | +8.8% | -12.3% | +21.1% | +17.7% |
| 3M | +17.0% | -16.8% | +33.8% | +29.6% |
| 6M | -8.7% | +1.5% | -10.2% | -12.2% |
| YTD | -16.4% | +9.8% | -26.2% | -25.4% |
| 1Y | -1.8% | +42.6% | -44.3% | -28.2% |
| All | +172.4% | +149.3% | +23.1% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling