+639.5%
CEG vs MDY
+46.7%
+592.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.8% |
| 7D | +8.0% | +0.1% | +7.9% | +7.9% |
| 30D | +12.9% | -1.5% | +14.4% | +14.6% |
| 3M | +13.2% | +0.8% | +12.4% | +12.4% |
| 6M | -7.0% | +7.4% | -14.4% | -12.9% |
| YTD | -15.0% | +15.2% | -30.2% | -25.4% |
| 1Y | -2.7% | +16.5% | -19.3% | -15.4% |
| 3Y | +184.1% | +46.8% | +137.3% | +105.9% |
| All | +639.5% | +46.7% | +592.7% | +408.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling