+562.3%
CEG vs MTB
+40.4%
+521.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.8% |
| 7D | +1.7% | -0.7% | +2.3% | +1.8% |
| 30D | -10.2% | +1.4% | -11.6% | -10.5% |
| 3M | -0.8% | -11.6% | +10.8% | +2.2% |
| 6M | -11.5% | +5.4% | -16.9% | -13.0% |
| YTD | -23.9% | +11.7% | -35.6% | -26.7% |
| 1Y | -25.4% | +20.5% | -45.9% | -29.7% |
| 3Y | +124.2% | +104.5% | +19.6% | +85.6% |
| All | +562.3% | +40.4% | +521.9% | +496.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling