+626.9%
CEG vs KMX
-45.7%
+672.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.6% |
| 7D | +1.3% | -1.9% | +3.2% | +1.7% |
| 30D | +8.8% | +2.6% | +6.3% | +8.3% |
| 3M | +17.0% | +25.6% | -8.6% | +11.5% |
| 6M | -8.7% | +41.9% | -50.6% | -15.8% |
| YTD | -16.4% | +56.0% | -72.5% | -24.9% |
| 1Y | -1.8% | -1.8% | 0.0% | -3.4% |
| 3Y | +175.8% | -25.7% | +201.5% | +183.2% |
| All | +626.9% | -45.7% | +672.6% | +655.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling