+129.0%
MS vs CEG
+654.8%
-525.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.5% | -7.3% | +1.2% |
| 7D | +0.7% | +7.3% | -6.6% | -0.7% |
| 30D | -0.9% | -7.4% | +6.4% | +0.3% |
| 3M | -13.0% | +2.5% | -15.4% | -13.8% |
| 6M | -2.0% | -8.8% | +6.8% | -1.2% |
| YTD | +7.8% | -21.5% | +29.3% | +10.7% |
| 1Y | +17.9% | -22.5% | +40.4% | +21.1% |
| 3Y | +174.8% | +133.3% | +41.5% | +114.3% |
| All | +129.0% | +654.8% | -525.8% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling