+639.5%
CEG vs MTB
+52.6%
+586.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | +8.0% | +1.7% | +6.3% | +7.6% |
| 30D | +12.9% | -4.2% | +17.1% | +14.1% |
| 3M | +13.2% | +8.9% | +4.3% | +10.5% |
| 6M | -7.0% | +10.9% | -17.9% | -9.7% |
| YTD | -15.0% | +21.5% | -36.5% | -19.7% |
| 1Y | -2.7% | +21.9% | -24.6% | -8.4% |
| 3Y | +184.1% | +109.2% | +74.8% | +133.2% |
| All | +639.5% | +52.6% | +586.8% | +552.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling