+11.4%
CRM vs CEG
+678.4%
-667.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.0% |
| 7D | -4.4% | -4.8% | +0.3% | -3.9% |
| 30D | +28.1% | +2.3% | +25.8% | +27.7% |
| 3M | +48.8% | +15.6% | +33.2% | +45.7% |
| 6M | +28.3% | -5.0% | +33.3% | +28.0% |
| YTD | -6.0% | -19.0% | +13.0% | -4.3% |
| 1Y | +1.4% | -10.0% | +11.4% | +0.8% |
| 3Y | +11.8% | +163.9% | -152.1% | -17.3% |
| All | +11.4% | +678.4% | -667.1% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling