+626.9%
CEG vs MET
+61.3%
+565.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +1.3% | -0.8% | +2.1% | +1.5% |
| 30D | +8.8% | -1.4% | +10.2% | +9.3% |
| 3M | +17.0% | +12.5% | +4.5% | +10.2% |
| 6M | -8.7% | +37.1% | -45.8% | -21.6% |
| YTD | -16.4% | +23.8% | -40.2% | -25.0% |
| 1Y | -1.8% | +24.1% | -25.9% | -12.2% |
| 3Y | +175.8% | +65.2% | +110.6% | +113.8% |
| All | +626.9% | +61.3% | +565.6% | +506.4% |
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