+187.4%
CEG vs M
+117.7%
+69.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +4.4% |
| 7D | +8.0% | +4.7% | +3.3% | +7.1% |
| 30D | +12.9% | -9.6% | +22.6% | +15.1% |
| 3M | +13.2% | +0.9% | +12.3% | +12.7% |
| 6M | -7.0% | +22.3% | -29.3% | -10.9% |
| YTD | -15.0% | +6.5% | -21.5% | -16.8% |
| 1Y | -2.7% | +38.8% | -41.5% | -10.2% |
| All | +187.4% | +117.7% | +69.7% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling