-19.8%
CEG vs MDY
+13.9%
-33.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +4.2% |
| 7D | +17.8% | +3.0% | +14.8% | +13.9% |
| 30D | -4.5% | +0.8% | -5.3% | -5.5% |
| 3M | +1.5% | -5.1% | +6.6% | +7.6% |
| 6M | -3.5% | +1.2% | -4.7% | -4.8% |
| YTD | -19.7% | +12.5% | -32.2% | -28.5% |
| 1Y | -19.8% | +13.8% | -33.5% | -28.7% |
| All | -19.8% | +13.9% | -33.7% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling