+104.3%
CEG vs CMS
+35.4%
+68.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.4% |
| 7D | -4.7% | -1.3% | -3.4% | -4.7% |
| 30D | -16.6% | +6.3% | -22.9% | -17.1% |
| 3M | -4.1% | -2.1% | -2.1% | -4.3% |
| 6M | -22.3% | -5.1% | -17.2% | -22.3% |
| YTD | -28.9% | +1.3% | -30.2% | -28.2% |
| 1Y | -28.5% | -1.4% | -27.1% | -27.9% |
| 3Y | +104.3% | +36.9% | +67.4% | +98.1% |
| All | +104.3% | +35.4% | +68.9% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling