+23.1%
CMG vs CEG
+681.8%
-658.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.7% |
| 7D | -3.8% | +0.3% | -4.2% | -3.9% |
| 30D | +12.9% | +2.9% | +10.0% | +12.4% |
| 3M | +18.8% | +18.2% | +0.6% | +15.6% |
| 6M | +4.1% | -9.5% | +13.6% | +4.8% |
| YTD | -2.4% | -18.7% | +16.3% | -0.3% |
| 1Y | -6.7% | -10.1% | +3.5% | -6.5% |
| 3Y | -7.1% | +168.3% | -175.5% | -30.4% |
| All | +23.1% | +681.8% | -658.7% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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