+562.3%
CEG vs MKC
-45.0%
+607.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -3.0% |
| 7D | +1.7% | -2.4% | +4.1% | +1.7% |
| 30D | -10.2% | +5.4% | -15.5% | -10.5% |
| 3M | -0.8% | -11.1% | +10.3% | -0.3% |
| 6M | -11.5% | -1.4% | -10.1% | -11.7% |
| YTD | -23.9% | -29.4% | +5.6% | -22.2% |
| 1Y | -25.4% | -24.7% | -0.7% | -24.1% |
| 3Y | +124.2% | -21.8% | +146.0% | +116.0% |
| All | +562.3% | -45.0% | +607.3% | +615.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling