+593.1%
CEG vs M
+18.1%
+575.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | +12.1% | +7.0% | +5.1% | +11.0% |
| 30D | +0.2% | +8.9% | -8.7% | -1.4% |
| 3M | +0.7% | +4.5% | -3.8% | -0.4% |
| 6M | +2.2% | +36.2% | -34.0% | -3.3% |
| YTD | -20.3% | +15.1% | -35.5% | -23.0% |
| 1Y | -16.1% | +27.4% | -43.5% | -20.4% |
| 3Y | +134.7% | +160.1% | -25.5% | +94.3% |
| All | +593.1% | +18.1% | +575.0% | +510.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling