+977.4%
DELL vs CEG
+678.4%
+299.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.4% | +12.1% |
| 7D | +8.2% | -4.8% | +13.0% | +10.1% |
| 30D | +17.1% | +2.3% | +14.8% | +16.1% |
| 3M | +45.2% | +15.6% | +29.6% | +37.9% |
| 6M | +286.8% | -5.0% | +291.8% | +288.5% |
| YTD | +354.8% | -19.0% | +373.8% | +380.1% |
| 1Y | +358.3% | -10.0% | +368.2% | +361.8% |
| 3Y | +724.9% | +163.9% | +561.0% | +461.3% |
| All | +977.4% | +678.4% | +299.0% | +496.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling