+180.6%
CEG vs MKC
-29.9%
+210.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | 0.0% |
| 7D | +6.7% | -4.3% | +11.0% | +6.2% |
| 30D | +11.0% | -2.0% | +13.0% | +10.8% |
| 3M | +19.5% | +10.0% | +9.5% | +20.8% |
| 6M | -5.9% | -18.5% | +12.7% | -7.9% |
| YTD | -15.0% | -22.4% | +7.5% | -17.3% |
| 1Y | +0.6% | -23.6% | +24.3% | -2.1% |
| 3Y | +180.6% | -30.4% | +211.1% | +166.2% |
| All | +180.6% | -29.9% | +210.5% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling