+626.9%
CEG vs MTB
+51.4%
+575.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +1.3% | +1.1% | +0.3% | +1.0% |
| 30D | +8.8% | -4.6% | +13.5% | +10.1% |
| 3M | +17.0% | +6.3% | +10.7% | +14.9% |
| 6M | -8.7% | +15.6% | -24.3% | -12.3% |
| YTD | -16.4% | +20.6% | -37.0% | -21.0% |
| 1Y | -1.8% | +22.5% | -24.3% | -7.7% |
| 3Y | +175.8% | +114.4% | +61.4% | +125.4% |
| All | +626.9% | +51.4% | +575.5% | +542.9% |
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