+52.3%
MSFT vs CEG
+114.1%
-61.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.4% |
| 7D | +1.7% | -4.7% | +6.4% | +2.1% |
| 30D | +0.2% | -16.6% | +16.7% | +2.0% |
| 3M | +6.4% | -4.1% | +10.5% | +6.4% |
| 6M | +28.7% | -22.3% | +51.0% | +31.6% |
| YTD | +10.4% | -28.9% | +39.3% | +13.5% |
| 1Y | +7.6% | -28.5% | +36.1% | +10.3% |
| 3Y | +52.3% | +104.3% | -52.0% | +37.6% |
| All | +52.3% | +114.1% | -61.8% | +37.6% |
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