+607.3%
CEG vs KMX
-45.5%
+652.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | +0.3% | -3.4% | +3.7% | +1.0% |
| 30D | +2.9% | +4.0% | -1.1% | +2.1% |
| 3M | +18.2% | +24.8% | -6.6% | +12.9% |
| 6M | -9.5% | +43.6% | -53.2% | -16.7% |
| YTD | -18.7% | +56.6% | -75.3% | -27.0% |
| 1Y | -10.1% | +2.2% | -12.4% | -12.4% |
| 3Y | +168.3% | -25.4% | +193.8% | +175.4% |
| All | +607.3% | -45.5% | +652.8% | +634.3% |
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