-31.9%
CEG vs MCO
+9.9%
-41.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.9% | -11.6% | -6.4% |
| 7D | -4.8% | +10.7% | -15.5% | -4.4% |
| 30D | -8.2% | +17.9% | -26.1% | -7.8% |
| 3M | -7.9% | +9.5% | -17.4% | -7.7% |
| 6M | -23.2% | +18.1% | -41.3% | -23.5% |
| YTD | -30.1% | +4.1% | -34.2% | -29.5% |
| 1Y | -31.9% | +9.3% | -41.2% | -30.6% |
| All | -31.9% | +9.9% | -41.8% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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