+46.2%
MSFT vs CEG
+135.3%
-89.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | -1.3% | +12.1% | -13.4% | -2.5% |
| 30D | -1.8% | +0.2% | -2.1% | -2.0% |
| 3M | +5.6% | +0.7% | +4.9% | +5.1% |
| 6M | +29.8% | +2.2% | +27.6% | +28.6% |
| YTD | +9.0% | -20.3% | +29.3% | +10.6% |
| 1Y | +4.9% | -16.1% | +21.0% | +5.6% |
| 3Y | +46.2% | +134.7% | -88.5% | +28.4% |
| All | +46.2% | +135.3% | -89.1% | +28.4% |
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 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