-7.6%
CMG vs CEG
+175.4%
-182.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.3% |
| 7D | -6.5% | +1.3% | -7.8% | -6.6% |
| 30D | +12.1% | +8.8% | +3.3% | +11.0% |
| 3M | +20.6% | +17.0% | +3.6% | +18.2% |
| 6M | +2.1% | -8.7% | +10.8% | +2.7% |
| YTD | -2.6% | -16.4% | +13.8% | -1.2% |
| 1Y | -8.7% | -1.8% | -6.9% | -9.5% |
| All | -7.6% | +175.4% | -182.9% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling