+639.5%
CEG vs MAR
+119.5%
+520.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.7% | +4.8% |
| 7D | +8.0% | -4.2% | +12.2% | +9.9% |
| 30D | +12.9% | -6.7% | +19.6% | +16.1% |
| 3M | +13.2% | -12.5% | +25.6% | +18.9% |
| 6M | -7.0% | +0.6% | -7.6% | -8.5% |
| YTD | -15.0% | +9.1% | -24.1% | -19.7% |
| 1Y | -2.7% | +26.2% | -28.9% | -14.8% |
| 3Y | +184.1% | +68.2% | +115.9% | +120.6% |
| All | +639.5% | +119.5% | +520.0% | +464.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling