+20.2%
CMG vs CEG
+666.0%
-645.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +2.5% | +12.1% | -9.6% | +0.9% |
| 30D | +15.6% | +0.2% | +15.4% | +15.3% |
| 3M | +8.2% | +0.7% | +7.5% | +7.4% |
| 6M | +9.9% | +2.2% | +7.6% | +8.4% |
| YTD | -4.6% | -20.3% | +15.7% | -2.9% |
| 1Y | +12.4% | -16.1% | +28.5% | +13.1% |
| 3Y | -18.0% | +134.7% | -152.6% | -36.9% |
| All | +20.2% | +666.0% | -645.8% | -25.0% |
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