+605.9%
DELL vs CEG
+672.0%
-66.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.7% |
| 7D | +17.1% | +17.8% | -0.7% | +10.1% |
| 30D | -35.1% | -4.5% | -30.5% | -33.7% |
| 3M | -23.3% | +1.5% | -24.8% | -23.5% |
| 6M | +55.8% | -3.5% | +59.3% | +57.2% |
| YTD | +198.0% | -19.7% | +217.7% | +216.2% |
| 1Y | +166.6% | -19.8% | +186.3% | +182.1% |
| 3Y | +427.6% | +136.4% | +291.2% | +273.2% |
| All | +605.9% | +672.0% | -66.1% | +292.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling