+19.7%
BAC vs CEG
+583.3%
-563.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.2% |
| 7D | -1.2% | -4.7% | +3.6% | -0.7% |
| 30D | -7.7% | -16.6% | +8.9% | -5.7% |
| 3M | -21.2% | -4.1% | -17.0% | -21.0% |
| 6M | -6.8% | -22.3% | +15.5% | -4.4% |
| YTD | -8.7% | -28.9% | +20.2% | -5.8% |
| 1Y | -5.3% | -28.5% | +23.2% | -2.6% |
| 3Y | +87.4% | +104.3% | -16.8% | +52.8% |
| All | +19.7% | +583.3% | -563.6% | -10.3% |
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