+639.7%
CEG vs MTUM
+92.4%
+547.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -1.3% |
| 7D | +6.7% | +4.1% | +2.6% | +2.3% |
| 30D | +11.0% | -0.2% | +11.2% | +11.0% |
| 3M | +19.5% | -1.9% | +21.4% | +19.2% |
| 6M | -5.9% | +28.1% | -33.9% | -32.4% |
| YTD | -15.0% | +23.6% | -38.5% | -36.2% |
| 1Y | +0.6% | +26.1% | -25.5% | -25.7% |
| 3Y | +180.6% | +116.8% | +63.8% | +29.7% |
| All | +639.7% | +92.4% | +547.3% | +253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling