+8.9%
GE vs CEG
-33.0%
+41.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.7% | +9.5% | +3.9% |
| 7D | +9.4% | -4.8% | +14.2% | +10.2% |
| 30D | +7.5% | -8.2% | +15.7% | +8.7% |
| 3M | -12.5% | -7.9% | -4.6% | -11.9% |
| 6M | +17.8% | -23.2% | +41.0% | +22.5% |
| YTD | +7.4% | -30.1% | +37.5% | +12.3% |
| 1Y | +8.9% | -31.9% | +40.8% | +12.7% |
| All | +8.9% | -33.0% | +41.9% | +12.7% |
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