-21.4%
CEG vs CMS
-2.8%
-18.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +11.8% | -1.1% | +12.9% | +12.3% |
| 30D | -6.5% | +6.6% | -13.1% | -10.0% |
| 3M | -1.2% | +0.8% | -2.0% | -2.2% |
| 6M | -8.0% | -3.3% | -4.7% | -7.6% |
| YTD | -21.9% | +2.7% | -24.6% | -21.5% |
| 1Y | -21.4% | -4.0% | -17.4% | -20.3% |
| All | -21.4% | -2.8% | -18.6% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling