+81.9%
MSFT vs CEG
+583.3%
-501.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.6% |
| 7D | +1.7% | -4.7% | +6.4% | +2.3% |
| 30D | +0.2% | -16.6% | +16.7% | +2.7% |
| 3M | +6.4% | -4.1% | +10.5% | +6.4% |
| 6M | +28.7% | -22.3% | +51.0% | +32.6% |
| YTD | +10.4% | -28.9% | +39.3% | +14.5% |
| 1Y | +7.6% | -28.5% | +36.1% | +11.2% |
| 3Y | +52.3% | +104.3% | -52.0% | +18.6% |
| All | +81.9% | +583.3% | -501.4% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling