+916.6%
DELL vs CEG
+703.5%
+213.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | +8.7% | +1.3% | +7.4% | +8.2% |
| 30D | +16.9% | +8.8% | +8.0% | +13.3% |
| 3M | +40.4% | +17.0% | +23.5% | +32.8% |
| 6M | +267.1% | -8.7% | +275.8% | +273.6% |
| YTD | +329.1% | -16.4% | +345.5% | +347.9% |
| 1Y | +346.9% | -1.8% | +348.7% | +336.1% |
| 3Y | +696.6% | +175.8% | +520.9% | +433.9% |
| All | +916.6% | +703.5% | +213.1% | +456.0% |
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 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