-10.0%
CEG vs MKSI
+142.7%
-152.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.1% |
| 7D | -4.8% | +2.7% | -7.4% | -5.6% |
| 30D | +2.3% | -12.8% | +15.1% | +6.5% |
| 3M | +15.6% | -22.5% | +38.1% | +21.4% |
| 6M | -5.0% | +19.4% | -24.4% | -16.3% |
| YTD | -19.0% | +67.7% | -86.8% | -38.4% |
| 1Y | -10.0% | +131.4% | -141.4% | -37.7% |
| All | -10.0% | +142.7% | -152.7% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling