+639.7%
CEG vs CMS
+26.1%
+613.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +6.7% | +1.2% | +5.5% | +6.2% |
| 30D | +11.0% | -3.2% | +14.1% | +12.2% |
| 3M | +19.5% | -2.2% | +21.7% | +20.1% |
| 6M | -5.9% | -9.4% | +3.6% | -2.7% |
| YTD | -15.0% | +0.7% | -15.7% | -15.0% |
| 1Y | +0.6% | +0.4% | +0.3% | +0.5% |
| 3Y | +180.6% | +35.2% | +145.4% | +136.4% |
| All | +639.7% | +26.1% | +613.6% | +571.1% |
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