+11.8%
CRM vs CEG
+166.8%
-155.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.0% |
| 7D | -4.4% | -4.8% | +0.3% | -4.1% |
| 30D | +28.1% | +2.3% | +25.8% | +27.9% |
| 3M | +48.8% | +15.6% | +33.2% | +46.8% |
| 6M | +28.3% | -5.0% | +33.3% | +28.2% |
| YTD | -6.0% | -19.0% | +13.0% | -4.7% |
| 1Y | +1.4% | -10.0% | +11.4% | +1.0% |
| 3Y | +11.8% | +163.9% | -152.1% | -9.0% |
| All | +11.8% | +166.8% | -155.0% | -9.0% |
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 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