+428.0%
GE vs CEG
+583.3%
-155.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.3% | -1.6% | +1.8% |
| 7D | +7.1% | -4.7% | +11.8% | +8.1% |
| 30D | +6.5% | -16.6% | +23.0% | +10.5% |
| 3M | -13.6% | -4.1% | -9.4% | -13.4% |
| 6M | +6.0% | -22.3% | +28.3% | +10.9% |
| YTD | +5.4% | -28.9% | +34.3% | +11.5% |
| 1Y | +6.5% | -28.5% | +34.9% | +12.1% |
| 3Y | +268.6% | +104.3% | +164.3% | +186.3% |
| All | +428.0% | +583.3% | -155.3% | +253.9% |
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