+94.7%
AAPL vs CEG
+717.5%
-622.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.7% | +6.7% | -9.4% | -3.5% |
| 30D | +1.0% | +11.0% | -10.0% | -0.4% |
| 3M | +5.0% | +19.5% | -14.5% | +2.4% |
| 6M | +23.0% | -5.9% | +28.9% | +23.1% |
| YTD | +16.6% | -15.0% | +31.6% | +18.1% |
| 1Y | +33.4% | +0.6% | +32.8% | +30.9% |
| 3Y | +79.9% | +180.6% | -100.7% | +32.1% |
| All | +94.7% | +717.5% | -622.8% | +18.7% |
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