+319.1%
DELL vs CEG
-3.0%
+322.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | 0.0% |
| 7D | +14.9% | +8.0% | +6.9% | +12.2% |
| 30D | +13.3% | +12.9% | +0.3% | +9.1% |
| 3M | +24.4% | +13.2% | +11.2% | +19.6% |
| 6M | +258.0% | -7.0% | +265.0% | +259.2% |
| YTD | +320.2% | -15.0% | +335.2% | +335.1% |
| 1Y | +319.1% | -2.7% | +321.8% | +314.0% |
| All | +319.1% | -3.0% | +322.1% | +314.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling