+518.2%
CEG vs IRM
+186.8%
+331.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.8% |
| 7D | -4.7% | -8.6% | +3.9% | -0.3% |
| 30D | -16.6% | -8.0% | -8.6% | -12.9% |
| 3M | -4.1% | -12.0% | +7.9% | +2.4% |
| 6M | -22.3% | -18.2% | -4.2% | -13.7% |
| YTD | -28.9% | +31.4% | -60.3% | -40.1% |
| 1Y | -28.5% | +9.2% | -37.6% | -33.0% |
| 3Y | +104.3% | +94.6% | +9.7% | +39.7% |
| All | +518.2% | +186.8% | +331.5% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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