+446.3%
GE vs CEG
+717.5%
-271.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.2% | +6.7% | -5.5% | -0.4% |
| 30D | -9.5% | +11.0% | -20.5% | -11.7% |
| 3M | +4.1% | +19.5% | -15.4% | -0.4% |
| 6M | +3.9% | -5.9% | +9.8% | +4.3% |
| YTD | +9.0% | -15.0% | +24.0% | +11.4% |
| 1Y | +21.9% | +0.6% | +21.3% | +18.9% |
| 3Y | +281.8% | +180.6% | +101.2% | +176.6% |
| All | +446.3% | +717.5% | -271.3% | +253.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling