+593.1%
CEG vs GM
+51.3%
+541.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +12.1% | -0.2% | +12.3% | +12.2% |
| 30D | +0.2% | +3.6% | -3.3% | -1.0% |
| 3M | +0.7% | -0.2% | +1.0% | +0.4% |
| 6M | +2.2% | +13.9% | -11.7% | -1.7% |
| YTD | -20.3% | +6.5% | -26.8% | -22.6% |
| 1Y | -16.1% | +20.7% | -36.7% | -21.1% |
| 3Y | +134.7% | +229.5% | -94.8% | +58.7% |
| All | +593.1% | +51.3% | +541.8% | +473.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling