+593.1%
CEG vs CMS
+30.0%
+563.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.3% |
| 7D | +12.1% | +1.7% | +10.4% | +11.5% |
| 30D | +0.2% | +6.2% | -5.9% | -2.0% |
| 3M | +0.7% | +0.6% | +0.1% | +0.3% |
| 6M | +2.2% | -1.8% | +4.0% | +2.4% |
| YTD | -20.3% | +3.8% | -24.2% | -21.3% |
| 1Y | -16.1% | -1.8% | -14.3% | -15.8% |
| 3Y | +134.7% | +39.8% | +94.8% | +95.0% |
| All | +593.1% | +30.0% | +563.0% | +520.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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