+579.5%
CEG vs KMX
-51.4%
+631.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +11.8% | -2.3% | +14.1% | +12.3% |
| 30D | -6.5% | +6.3% | -12.8% | -7.9% |
| 3M | -1.2% | -7.4% | +6.2% | 0.0% |
| 6M | -8.0% | +37.9% | -45.9% | -14.3% |
| YTD | -21.9% | +39.5% | -61.4% | -28.5% |
| 1Y | -21.4% | +57.9% | -79.3% | -30.3% |
| 3Y | +130.0% | -15.0% | +145.0% | +128.2% |
| All | +579.5% | -51.4% | +631.0% | +619.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling