+449.9%
GE vs CEG
+717.3%
-267.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | 0.0% |
| 7D | -1.6% | +8.0% | -9.6% | -3.3% |
| 30D | -11.6% | +12.9% | -24.5% | -14.1% |
| 3M | +3.0% | +13.2% | -10.1% | -0.2% |
| 6M | -0.5% | -7.0% | +6.5% | 0.0% |
| YTD | +9.7% | -15.0% | +24.7% | +12.1% |
| 1Y | +20.0% | -2.7% | +22.8% | +17.9% |
| 3Y | +275.8% | +184.1% | +91.8% | +171.5% |
| All | +449.9% | +717.3% | -267.4% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling