+492.8%
CEG vs M
+15.6%
+477.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.9% | +3.4% | -1.6% |
| 7D | -9.4% | -2.1% | -7.3% | -9.2% |
| 30D | -20.2% | +7.7% | -27.9% | -21.3% |
| 3M | -9.5% | -4.4% | -5.1% | -9.2% |
| 6M | -25.0% | +27.5% | -52.5% | -28.3% |
| YTD | -31.9% | +12.8% | -44.6% | -33.9% |
| 1Y | -33.7% | +20.7% | -54.4% | -36.5% |
| 3Y | +108.7% | +111.3% | -2.6% | +77.3% |
| All | +492.8% | +15.6% | +477.1% | +424.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling