-31.9%
CEG vs GDDY
-11.8%
-20.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.3% | -11.0% | -6.1% |
| 7D | -4.8% | +11.1% | -15.8% | -3.2% |
| 30D | -8.2% | +18.6% | -26.8% | -5.7% |
| 3M | -7.9% | +32.8% | -40.7% | -4.0% |
| 6M | -23.2% | +34.0% | -57.3% | -19.3% |
| YTD | -30.1% | -4.6% | -25.5% | -29.9% |
| 1Y | -31.9% | -12.5% | -19.4% | -33.7% |
| All | -31.9% | -11.8% | -20.1% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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