+91.9%
MO vs CEG
+175.4%
-83.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.5% |
| 7D | -2.4% | +1.3% | -3.7% | -2.4% |
| 30D | +3.6% | +8.8% | -5.3% | +3.9% |
| 3M | -3.7% | +17.0% | -20.7% | -3.2% |
| 6M | +4.5% | -8.7% | +13.2% | +4.5% |
| YTD | +21.5% | -16.4% | +37.9% | +21.4% |
| 1Y | +9.5% | -1.8% | +11.3% | +10.1% |
| All | +91.9% | +175.4% | -83.5% | +82.8% |
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