+518.2%
CEG vs MAS
+35.9%
+482.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.8% |
| 7D | -4.7% | +2.0% | -6.7% | -5.5% |
| 30D | -16.6% | +19.4% | -36.0% | -21.1% |
| 3M | -4.1% | +9.4% | -13.5% | -7.0% |
| 6M | -22.3% | +15.3% | -37.6% | -26.4% |
| YTD | -28.9% | +31.3% | -60.2% | -36.0% |
| 1Y | -28.5% | +34.9% | -63.3% | -36.2% |
| 3Y | +104.3% | +58.6% | +45.7% | +65.9% |
| All | +518.2% | +35.9% | +482.3% | +452.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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