+165.1%
CEG vs MKTX
-25.2%
+190.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +2.9% | +0.8% | +2.1% | +3.0% |
| 3M | +18.2% | +41.1% | -22.9% | +23.2% |
| 6M | -9.5% | -9.5% | 0.0% | -11.6% |
| YTD | -18.7% | -8.7% | -10.0% | -20.4% |
| 1Y | -10.1% | -10.0% | -0.2% | -11.9% |
| All | +165.1% | -25.2% | +190.3% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling