+518.2%
CEG vs MNST
+110.6%
+407.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.4% | +8.7% | +4.2% |
| 7D | -4.7% | -3.4% | -1.3% | -4.8% |
| 30D | -16.6% | +6.6% | -23.2% | -16.6% |
| 3M | -4.1% | -2.9% | -1.2% | -4.1% |
| 6M | -22.3% | +18.4% | -40.8% | -22.9% |
| YTD | -28.9% | +19.3% | -48.2% | -29.5% |
| 1Y | -28.5% | +37.9% | -66.4% | -29.7% |
| 3Y | +104.3% | +62.9% | +41.4% | +100.3% |
| All | +518.2% | +110.6% | +407.7% | +461.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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