+180.6%
CEG vs MDY
+51.1%
+129.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.8% |
| 7D | +6.7% | +1.0% | +5.7% | +5.5% |
| 30D | +11.0% | -3.1% | +14.1% | +15.0% |
| 3M | +19.5% | +1.8% | +17.6% | +17.0% |
| 6M | -5.9% | +10.8% | -16.7% | -15.9% |
| YTD | -15.0% | +14.4% | -29.4% | -26.8% |
| 1Y | +0.6% | +15.2% | -14.6% | -13.9% |
| 3Y | +180.6% | +51.2% | +129.4% | +93.5% |
| All | +180.6% | +51.1% | +129.6% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling