+639.7%
CEG vs MRSH
+21.8%
+617.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.6% |
| 7D | +6.7% | -3.8% | +10.4% | +7.4% |
| 30D | +11.0% | -5.8% | +16.8% | +12.2% |
| 3M | +19.5% | +11.7% | +7.8% | +15.7% |
| 6M | -5.9% | -0.3% | -5.5% | -6.1% |
| YTD | -15.0% | -1.1% | -13.8% | -15.4% |
| 1Y | +0.6% | -9.5% | +10.1% | +3.6% |
| 3Y | +180.6% | -2.6% | +183.2% | +169.5% |
| All | +639.7% | +21.8% | +617.9% | +515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling