+604.3%
CEG vs MOH
-26.8%
+631.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.4% |
| 7D | -4.8% | +1.7% | -6.5% | -4.7% |
| 30D | +2.3% | -0.9% | +3.2% | +2.3% |
| 3M | +15.6% | +5.7% | +9.9% | +15.8% |
| 6M | -5.0% | +39.1% | -44.1% | -4.3% |
| YTD | -19.0% | +17.7% | -36.7% | -18.6% |
| 1Y | -10.0% | +8.4% | -18.3% | -9.6% |
| 3Y | +163.9% | -36.6% | +200.5% | +161.1% |
| All | +604.3% | -26.8% | +631.1% | +542.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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