-28.5%
CEG vs MSCI
+14.2%
-42.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +3.9% |
| 7D | -4.7% | +2.8% | -7.6% | -4.2% |
| 30D | -16.6% | +15.4% | -32.0% | -14.6% |
| 3M | -4.1% | +13.4% | -17.5% | -2.2% |
| 6M | -22.3% | +10.9% | -33.2% | -21.0% |
| YTD | -28.9% | +13.0% | -41.9% | -25.9% |
| 1Y | -28.5% | +12.0% | -40.5% | -26.1% |
| All | -28.5% | +14.2% | -42.7% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling