+562.3%
CEG vs MAR
+179.3%
+383.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -4.1% |
| 7D | +1.7% | +2.9% | -1.2% | +0.4% |
| 30D | -10.2% | +17.0% | -27.2% | -15.9% |
| 3M | -0.8% | +23.2% | -24.0% | -9.1% |
| 6M | -11.5% | +21.7% | -33.3% | -19.3% |
| YTD | -23.9% | +38.9% | -62.7% | -35.0% |
| 1Y | -25.4% | +48.7% | -74.1% | -38.5% |
| 3Y | +124.2% | +122.9% | +1.3% | +55.5% |
| All | +562.3% | +179.3% | +383.0% | +357.3% |
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