+119.6%
AAPL vs CEG
+666.0%
-546.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +4.1% | +12.1% | -8.0% | +2.8% |
| 30D | +4.0% | +0.2% | +3.7% | +3.8% |
| 3M | +16.8% | +0.7% | +16.1% | +16.1% |
| 6M | +19.4% | +2.2% | +17.2% | +18.1% |
| YTD | +31.5% | -20.3% | +51.8% | +33.6% |
| 1Y | +31.0% | -16.1% | +47.1% | +31.8% |
| 3Y | +95.3% | +134.7% | -39.4% | +48.7% |
| All | +119.6% | +666.0% | -546.4% | +34.3% |
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