+639.5%
CEG vs IRM
+212.2%
+427.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.2% | +4.0% |
| 7D | +8.0% | -0.5% | +8.5% | +8.2% |
| 30D | +12.9% | -8.1% | +21.0% | +18.0% |
| 3M | +13.2% | -9.7% | +22.8% | +19.2% |
| 6M | -7.0% | +10.0% | -17.0% | -12.4% |
| YTD | -15.0% | +43.0% | -58.0% | -31.5% |
| 1Y | -2.7% | +32.7% | -35.4% | -18.6% |
| 3Y | +184.1% | +102.7% | +81.3% | +89.6% |
| All | +639.5% | +212.2% | +427.3% | +300.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling