+92.2%
MO vs CEG
+703.5%
-611.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.4% |
| 7D | -2.4% | +1.3% | -3.7% | -2.4% |
| 30D | +3.6% | +8.8% | -5.3% | +3.6% |
| 3M | -3.7% | +17.0% | -20.7% | -3.7% |
| 6M | +4.5% | -8.7% | +13.2% | +4.6% |
| YTD | +21.5% | -16.4% | +37.9% | +21.7% |
| 1Y | +9.5% | -1.8% | +11.3% | +9.7% |
| 3Y | +93.6% | +175.8% | -82.2% | +79.5% |
| All | +92.2% | +703.5% | -611.3% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling