+7.1%
CRM vs CEG
-3.0%
+10.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -6.8% | -1.6% |
| 7D | +1.3% | +8.0% | -6.8% | +1.9% |
| 30D | +34.3% | +12.9% | +21.4% | +35.7% |
| 3M | +37.7% | +13.2% | +24.5% | +39.4% |
| 6M | +34.9% | -7.0% | +41.9% | +36.4% |
| YTD | -1.6% | -15.0% | +13.4% | -1.5% |
| 1Y | +7.1% | -2.7% | +9.9% | +6.4% |
| All | +7.1% | -3.0% | +10.2% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling