+180.6%
CEG vs KMX
-25.6%
+206.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.7% |
| 7D | +6.7% | -0.7% | +7.4% | +6.8% |
| 30D | +11.0% | +4.1% | +6.9% | +10.2% |
| 3M | +19.5% | +27.5% | -8.0% | +14.5% |
| 6M | -5.9% | +43.6% | -49.4% | -12.3% |
| YTD | -15.0% | +56.8% | -71.7% | -22.7% |
| 1Y | +0.6% | -1.3% | +2.0% | +0.2% |
| 3Y | +180.6% | -25.4% | +206.0% | +189.0% |
| All | +180.6% | -25.6% | +206.2% | +189.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling