+555.3%
DELL vs CEG
+666.0%
-110.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.8% | -6.4% | -6.9% |
| 7D | +4.9% | +12.1% | -7.2% | +0.5% |
| 30D | -32.1% | +0.2% | -32.3% | -31.9% |
| 3M | -30.2% | +0.7% | -30.9% | -30.2% |
| 6M | +41.7% | +2.2% | +39.5% | +40.4% |
| YTD | +176.6% | -20.3% | +196.9% | +194.4% |
| 1Y | +159.9% | -16.1% | +176.0% | +170.6% |
| 3Y | +388.0% | +134.7% | +253.3% | +246.2% |
| All | +555.3% | +666.0% | -110.7% | +265.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling