+94.7%
MO vs CEG
+681.8%
-587.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.3% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | +5.8% | +2.9% | +2.9% | +5.8% |
| 3M | -4.5% | +18.2% | -22.7% | -4.5% |
| 6M | +5.7% | -9.5% | +15.3% | +5.8% |
| YTD | +23.1% | -18.7% | +41.8% | +23.3% |
| 1Y | +10.9% | -10.1% | +21.0% | +11.1% |
| 3Y | +96.1% | +168.3% | -72.2% | +81.8% |
| All | +94.7% | +681.8% | -587.0% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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