+607.3%
CEG vs MRSH
+19.6%
+587.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | +0.3% | -5.9% | +6.2% | +1.5% |
| 30D | +2.9% | -7.3% | +10.2% | +4.3% |
| 3M | +18.2% | +6.7% | +11.5% | +15.8% |
| 6M | -9.5% | +3.0% | -12.5% | -11.0% |
| YTD | -18.7% | -2.9% | -15.8% | -18.8% |
| 1Y | -10.1% | -9.0% | -1.2% | -8.2% |
| 3Y | +168.3% | -4.3% | +172.7% | +158.6% |
| All | +607.3% | +19.6% | +587.7% | +491.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling