+358.3%
DELL vs CEG
-10.5%
+368.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.4% | +12.1% |
| 7D | +8.2% | -4.8% | +13.0% | +9.9% |
| 30D | +17.1% | +2.3% | +14.8% | +16.3% |
| 3M | +45.2% | +15.6% | +29.6% | +39.2% |
| 6M | +286.8% | -5.0% | +291.8% | +286.2% |
| YTD | +354.8% | -19.0% | +373.8% | +378.1% |
| 1Y | +358.3% | -10.0% | +368.2% | +373.6% |
| All | +358.3% | -10.5% | +368.8% | +373.6% |
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