+8.6%
MSFT vs CEG
-24.4%
+33.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.5% | -7.7% | +2.3% |
| 7D | +7.5% | +7.3% | +0.2% | +7.1% |
| 30D | +1.9% | -7.4% | +9.3% | +2.1% |
| 3M | +9.2% | +2.5% | +6.8% | +8.9% |
| 6M | +31.9% | -8.8% | +40.7% | +32.0% |
| YTD | +13.4% | -21.5% | +34.9% | +13.4% |
| All | +8.6% | -24.4% | +33.0% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling