+694.6%
DELL vs CEG
+181.7%
+512.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | +25.6% | +6.7% | +18.9% | +22.8% |
| 30D | +17.7% | +11.0% | +6.7% | +13.2% |
| 3M | +33.4% | +19.5% | +14.0% | +25.0% |
| 6M | +266.2% | -5.9% | +272.1% | +268.6% |
| YTD | +328.0% | -15.0% | +343.0% | +344.8% |
| 1Y | +339.6% | +0.6% | +338.9% | +324.1% |
| 3Y | +694.6% | +180.6% | +514.0% | +449.6% |
| All | +694.6% | +181.7% | +512.9% | +449.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling