+123.3%
MS vs CEG
+555.1%
-431.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.5% | -5.5% |
| 7D | -3.4% | -9.4% | +6.0% | -1.7% |
| 30D | -3.9% | -20.2% | +16.3% | 0.0% |
| 3M | -15.9% | -9.5% | -6.4% | -14.7% |
| 6M | -2.5% | -25.0% | +22.5% | +2.0% |
| YTD | +5.1% | -31.9% | +37.0% | +10.9% |
| 1Y | +13.0% | -33.7% | +46.6% | +19.5% |
| 3Y | +160.7% | +108.7% | +52.0% | +107.2% |
| All | +123.3% | +555.1% | -431.9% | +50.7% |
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