+639.5%
CEG vs MET
+64.6%
+574.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.6% |
| 7D | +8.0% | +1.2% | +6.9% | +7.4% |
| 30D | +12.9% | +1.4% | +11.5% | +12.0% |
| 3M | +13.2% | +17.7% | -4.5% | +4.5% |
| 6M | -7.0% | +35.0% | -42.0% | -19.5% |
| YTD | -15.0% | +26.3% | -41.3% | -24.4% |
| 1Y | -2.7% | +22.8% | -25.5% | -12.5% |
| 3Y | +184.1% | +65.9% | +118.1% | +119.8% |
| All | +639.5% | +64.6% | +574.9% | +511.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling