+95.0%
MO vs CEG
+717.3%
-622.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.8% | -0.9% |
| 7D | +0.3% | +8.0% | -7.7% | +0.4% |
| 30D | +0.6% | +12.9% | -12.3% | +0.7% |
| 3M | -1.0% | +13.2% | -14.1% | -0.9% |
| 6M | +4.3% | -7.0% | +11.3% | +4.5% |
| YTD | +23.3% | -15.0% | +38.3% | +23.5% |
| 1Y | +10.5% | -2.7% | +13.2% | +10.6% |
| 3Y | +96.3% | +184.1% | -87.8% | +81.8% |
| All | +95.0% | +717.3% | -622.3% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling