-31.9%
CEG vs M
+36.6%
-68.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +7.6% | -14.3% | -7.2% |
| 7D | -4.8% | +8.3% | -13.0% | -5.4% |
| 30D | -8.2% | +14.2% | -22.4% | -9.3% |
| 3M | -7.9% | -1.1% | -6.8% | -7.6% |
| 6M | -23.2% | +36.6% | -59.8% | -25.2% |
| YTD | -30.1% | +19.8% | -49.9% | -32.4% |
| 1Y | -31.9% | +37.2% | -69.1% | -34.5% |
| All | -31.9% | +36.6% | -68.4% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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