+579.5%
CEG vs MAR
+179.9%
+399.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +11.8% | +1.0% | +10.8% | +11.3% |
| 30D | -6.5% | +16.2% | -22.7% | -12.2% |
| 3M | -1.2% | +23.1% | -24.2% | -9.4% |
| 6M | -8.0% | +22.0% | -30.0% | -16.2% |
| YTD | -21.9% | +39.2% | -61.0% | -33.3% |
| 1Y | -21.4% | +48.3% | -69.7% | -35.1% |
| 3Y | +130.0% | +123.4% | +6.6% | +59.4% |
| All | +579.5% | +179.9% | +399.6% | +368.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling