+68.6%
MSFT vs CEG
+703.5%
-634.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.2% |
| 7D | -1.0% | +1.3% | -2.4% | -1.3% |
| 30D | -2.7% | +8.8% | -11.5% | -4.0% |
| 3M | +22.1% | +17.0% | +5.1% | +18.8% |
| 6M | +20.6% | -8.7% | +29.3% | +21.3% |
| YTD | +2.3% | -16.4% | +18.7% | +4.0% |
| 1Y | -0.5% | -1.8% | +1.2% | -2.3% |
| 3Y | +50.5% | +175.8% | -125.3% | +10.3% |
| All | +68.6% | +703.5% | -634.9% | -1.0% |
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