+163.9%
CEG vs GDDY
+30.8%
+133.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.7% |
| 7D | -4.8% | -3.2% | -1.6% | -4.4% |
| 30D | +2.3% | +6.8% | -4.5% | +1.1% |
| 3M | +15.6% | +30.5% | -14.9% | +8.4% |
| 6M | -5.0% | +13.3% | -18.3% | -9.0% |
| YTD | -19.0% | -21.0% | +1.9% | -12.5% |
| 1Y | -10.0% | -34.0% | +24.0% | +4.4% |
| 3Y | +163.9% | +33.1% | +130.9% | +169.5% |
| All | +163.9% | +30.8% | +133.2% | +169.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling