+492.8%
CEG vs MSCI
+32.7%
+460.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.3% | -1.9% |
| 7D | -9.4% | +6.0% | -15.5% | -10.6% |
| 30D | -20.2% | +18.2% | -38.4% | -23.3% |
| 3M | -9.5% | +15.1% | -24.6% | -12.5% |
| 6M | -25.0% | +13.7% | -38.7% | -27.8% |
| YTD | -31.9% | +15.6% | -47.5% | -35.2% |
| 1Y | -33.7% | +16.3% | -50.0% | -37.0% |
| 3Y | +108.7% | +36.9% | +71.8% | +80.1% |
| All | +492.8% | +32.7% | +460.0% | +389.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling