+45.2%
MO vs CEG
-19.5%
+64.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +3.3% | +12.1% | -8.8% | +4.0% |
| 30D | +7.5% | +0.2% | +7.3% | +7.7% |
| 3M | +22.8% | +0.7% | +22.1% | +22.9% |
| 6M | +13.4% | +2.2% | +11.1% | +14.0% |
| YTD | +43.0% | -20.3% | +63.3% | +44.4% |
| 1Y | +45.2% | -16.1% | +61.3% | +47.3% |
| All | +45.2% | -19.5% | +64.8% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling