+124.2%
CEG vs MSCI
+33.6%
+90.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.0% |
| 7D | +1.7% | +2.7% | -1.0% | +1.7% |
| 30D | -10.2% | +16.2% | -26.4% | -10.4% |
| 3M | -0.8% | +17.1% | -17.9% | -1.2% |
| 6M | -11.5% | +13.0% | -24.6% | -11.9% |
| YTD | -23.9% | +15.8% | -39.6% | -24.4% |
| 1Y | -25.4% | +15.5% | -40.9% | -25.9% |
| 3Y | +124.2% | +32.3% | +91.8% | +105.3% |
| All | +124.2% | +33.6% | +90.5% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling