+593.0%
CEG vs MTB
+40.7%
+552.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +12.1% | +1.5% | +10.6% | +11.7% |
| 30D | +0.2% | +2.3% | -2.1% | -0.4% |
| 3M | +0.7% | -12.1% | +12.8% | +3.9% |
| 6M | +2.2% | +9.8% | -7.6% | -0.5% |
| YTD | -20.3% | +12.0% | -32.3% | -23.3% |
| 1Y | -16.1% | +22.0% | -38.1% | -21.2% |
| 3Y | +134.7% | +107.6% | +27.1% | +93.6% |
| All | +593.0% | +40.7% | +552.4% | +523.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling