+604.3%
CEG vs MDY
+44.0%
+560.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.2% |
| 7D | -4.8% | -1.9% | -2.9% | -3.0% |
| 30D | +2.3% | -4.6% | +7.0% | +7.1% |
| 3M | +15.6% | -1.2% | +16.8% | +17.0% |
| 6M | -5.0% | +9.2% | -14.2% | -12.4% |
| YTD | -19.0% | +13.1% | -32.1% | -27.7% |
| 1Y | -10.0% | +13.0% | -23.0% | -19.4% |
| 3Y | +163.9% | +49.2% | +114.7% | +89.8% |
| All | +604.3% | +44.0% | +560.3% | +393.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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