+8.3%
DIS vs CEG
-33.0%
+41.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.7% | +10.9% | +4.4% |
| 7D | +9.1% | -4.8% | +13.9% | +9.2% |
| 30D | +14.8% | -8.2% | +23.0% | +15.0% |
| 3M | +21.2% | -7.9% | +29.1% | +21.1% |
| 6M | +18.3% | -23.2% | +41.5% | +19.7% |
| YTD | +5.4% | -30.1% | +35.5% | +7.1% |
| 1Y | +8.3% | -31.9% | +40.2% | +10.0% |
| All | +8.3% | -33.0% | +41.3% | +10.0% |
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 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