+181.3%
MS vs CEG
+186.0%
-4.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | -0.6% |
| 7D | +1.4% | +8.0% | -6.7% | 0.0% |
| 30D | -0.3% | +12.9% | -13.2% | -2.4% |
| 3M | +0.3% | +13.2% | -12.9% | -2.0% |
| 6M | +31.3% | -7.0% | +38.3% | +31.7% |
| YTD | +24.7% | -15.0% | +39.7% | +26.5% |
| 1Y | +47.9% | -2.7% | +50.6% | +45.8% |
| All | +181.3% | +186.0% | -4.7% | +126.5% |
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 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