+143.3%
MO vs CEG
+137.2%
+6.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.8% |
| 7D | +0.4% | +17.8% | -17.4% | +1.1% |
| 30D | +8.9% | -4.5% | +13.4% | +8.8% |
| 3M | +23.0% | +1.5% | +21.5% | +23.2% |
| 6M | +15.0% | -3.5% | +18.5% | +15.2% |
| YTD | +41.7% | -19.7% | +61.4% | +41.5% |
| 1Y | +43.3% | -19.8% | +63.1% | +43.2% |
| All | +143.3% | +137.2% | +6.1% | +137.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling