+165.1%
CEG vs MRSH
-4.7%
+169.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | +0.3% | -5.9% | +6.2% | -0.4% |
| 30D | +2.9% | -7.3% | +10.2% | +2.0% |
| 3M | +18.2% | +6.7% | +11.5% | +18.9% |
| 6M | -9.5% | +3.0% | -12.5% | -8.9% |
| YTD | -18.7% | -2.9% | -15.8% | -18.0% |
| 1Y | -10.1% | -9.0% | -1.2% | -8.4% |
| All | +165.1% | -4.7% | +169.8% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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