+639.7%
CEG vs MGY
+41.1%
+598.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.7% |
| 7D | +6.7% | -0.9% | +7.6% | +7.0% |
| 30D | +11.0% | +10.1% | +0.9% | +7.3% |
| 3M | +19.5% | -1.5% | +21.0% | +19.3% |
| 6M | -5.9% | -4.9% | -0.9% | -5.8% |
| YTD | -15.0% | +27.7% | -42.7% | -24.2% |
| 1Y | +0.6% | +20.1% | -19.4% | -8.7% |
| 3Y | +180.6% | +24.9% | +155.7% | +148.8% |
| All | +639.7% | +41.1% | +598.6% | +536.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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