+639.7%
CEG vs CMI
+164.2%
+475.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +6.7% | +1.9% | +4.8% | +5.6% |
| 30D | +11.0% | -12.5% | +23.5% | +19.2% |
| 3M | +19.5% | -16.2% | +35.7% | +30.7% |
| 6M | -5.9% | +4.9% | -10.7% | -10.2% |
| YTD | -15.0% | +11.1% | -26.1% | -22.6% |
| 1Y | +0.6% | +43.4% | -42.7% | -21.6% |
| 3Y | +180.6% | +154.1% | +26.6% | +65.0% |
| All | +639.7% | +164.2% | +475.5% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling