+430.8%
GE vs CEG
+703.5%
-272.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.4% |
| 7D | -1.2% | +1.3% | -2.6% | -1.6% |
| 30D | -11.3% | +8.8% | -20.1% | -13.1% |
| 3M | -1.4% | +17.0% | -18.4% | -5.2% |
| 6M | +1.2% | -8.7% | +9.9% | +2.2% |
| YTD | +5.9% | -16.4% | +22.4% | +8.7% |
| 1Y | +18.4% | -1.8% | +20.2% | +16.1% |
| 3Y | +271.0% | +175.8% | +95.2% | +169.9% |
| All | +430.8% | +703.5% | -272.7% | +245.0% |
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 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