+518.2%
CEG vs CMS
+27.8%
+490.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.7% |
| 7D | -4.7% | -0.5% | -4.2% | -4.7% |
| 30D | -16.6% | +7.2% | -23.7% | -18.8% |
| 3M | -4.1% | -1.3% | -2.9% | -4.0% |
| 6M | -22.3% | -4.3% | -18.0% | -21.5% |
| YTD | -28.9% | +2.1% | -31.0% | -29.4% |
| 1Y | -28.5% | -0.6% | -27.9% | -28.4% |
| 3Y | +104.3% | +38.0% | +66.2% | +70.3% |
| All | +518.2% | +27.8% | +490.4% | +457.0% |
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