+579.5%
CEG vs MET
+74.6%
+504.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | +11.8% | 0.0% | +11.8% | +11.8% |
| 30D | -6.5% | +3.4% | -9.9% | -7.9% |
| 3M | -1.2% | +7.0% | -8.1% | -4.3% |
| 6M | -8.0% | +34.6% | -42.7% | -20.2% |
| YTD | -21.9% | +34.0% | -55.8% | -32.4% |
| 1Y | -21.4% | +35.9% | -57.4% | -32.6% |
| 3Y | +130.0% | +85.5% | +44.5% | +69.4% |
| All | +579.5% | +74.6% | +504.9% | +447.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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