+23.6%
BAC vs CEG
+666.0%
-642.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +3.2% | +12.1% | -8.9% | +1.7% |
| 30D | -0.7% | +0.2% | -1.0% | -0.9% |
| 3M | -20.0% | +0.7% | -20.7% | -20.3% |
| 6M | +3.4% | +2.2% | +1.2% | +2.5% |
| YTD | -5.7% | -20.3% | +14.6% | -4.2% |
| 1Y | -1.4% | -16.1% | +14.6% | -0.7% |
| 3Y | +97.9% | +134.7% | -36.8% | +58.2% |
| All | +23.6% | +666.0% | -642.4% | -8.8% |
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 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