+35.1%
AAPL vs CEG
-1.7%
+36.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.3% |
| 7D | -3.0% | +1.3% | -4.3% | -3.0% |
| 30D | +2.3% | +8.8% | -6.6% | +2.2% |
| 3M | +8.6% | +17.0% | -8.3% | +8.3% |
| 6M | +21.6% | -8.7% | +30.3% | +21.5% |
| YTD | +16.3% | -16.4% | +32.7% | +17.1% |
| 1Y | +35.1% | -1.8% | +36.8% | +35.8% |
| All | +35.1% | -1.7% | +36.7% | +35.8% |
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