+582.9%
CEG vs CMS
+28.5%
+554.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.5% | +9.9% | +10.3% |
| 7D | +7.3% | -0.9% | +8.2% | +7.6% |
| 30D | -7.4% | +7.1% | -14.4% | -9.8% |
| 3M | +2.5% | -1.3% | +3.7% | +2.7% |
| 6M | -8.8% | -2.7% | -6.1% | -8.3% |
| YTD | -21.5% | +2.6% | -24.1% | -22.2% |
| 1Y | -22.5% | -2.0% | -20.5% | -22.1% |
| 3Y | +133.3% | +39.6% | +93.7% | +93.5% |
| All | +582.9% | +28.5% | +554.4% | +514.3% |
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