-28.5%
CEG vs CMS
-1.6%
-26.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.1% |
| 7D | -4.7% | -1.3% | -3.4% | -4.4% |
| 30D | -16.6% | +6.3% | -22.9% | -19.8% |
| 3M | -4.1% | -2.1% | -2.1% | -3.9% |
| 6M | -22.3% | -5.1% | -17.2% | -21.3% |
| YTD | -28.9% | +1.3% | -30.2% | -28.4% |
| 1Y | -28.5% | -1.4% | -27.1% | -27.6% |
| All | -28.5% | -1.6% | -26.8% | -27.6% |
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