+607.3%
CEG vs MTUM
+89.0%
+518.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -0.6% |
| 7D | +0.3% | +1.2% | -0.9% | -0.9% |
| 30D | +2.9% | -1.7% | +4.6% | +4.6% |
| 3M | +18.2% | -0.5% | +18.7% | +15.7% |
| 6M | -9.5% | +22.3% | -31.9% | -31.5% |
| YTD | -18.7% | +21.4% | -40.0% | -37.8% |
| 1Y | -10.1% | +20.0% | -30.2% | -29.8% |
| 3Y | +168.3% | +113.0% | +55.4% | +26.5% |
| All | +607.3% | +89.0% | +518.4% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 5y: compounded portfolio wealth divided by compounded MTUM 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…
5y analysis · Full analysis span regression · 6 months rolling