-16.1%
CEG vs KMX
+55.6%
-71.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | +12.1% | +3.4% | +8.7% | +11.9% |
| 30D | +0.2% | +6.8% | -6.6% | -0.4% |
| 3M | +0.7% | -11.4% | +12.1% | +1.4% |
| 6M | +2.2% | +43.6% | -41.3% | +1.9% |
| YTD | -20.3% | +37.7% | -58.1% | -19.2% |
| 1Y | -16.1% | +53.0% | -69.1% | -17.4% |
| All | -16.1% | +55.6% | -71.7% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling