-2.7%
CEG vs GM
+52.7%
-55.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.8% |
| 7D | +8.0% | +1.7% | +6.3% | +7.7% |
| 30D | +12.9% | -1.6% | +14.5% | +13.2% |
| 3M | +13.2% | +5.7% | +7.5% | +11.6% |
| 6M | -7.0% | +12.2% | -19.1% | -9.6% |
| YTD | -15.0% | +8.4% | -23.4% | -17.6% |
| 1Y | -2.7% | +52.3% | -55.0% | -1.5% |
| All | -2.7% | +52.7% | -55.4% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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