+258.1%
GLW vs CEG
+666.0%
-407.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.1% |
| 7D | +7.7% | +12.1% | -4.4% | +4.2% |
| 30D | -18.8% | +0.2% | -19.1% | -18.8% |
| 3M | -27.7% | +0.7% | -28.5% | -27.6% |
| 6M | -44.4% | +2.2% | -46.7% | -44.4% |
| YTD | +31.3% | -20.3% | +51.6% | +38.2% |
| 1Y | +40.0% | -16.1% | +56.1% | +45.8% |
| 3Y | +339.2% | +134.7% | +204.6% | +259.1% |
| All | +258.1% | +666.0% | -407.9% | +141.1% |
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