+383.2%
GLW vs CEG
+717.3%
-334.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.9% | +0.8% | +4.4% |
| 7D | +3.8% | +8.0% | -4.3% | +1.6% |
| 30D | -1.3% | +12.9% | -14.3% | -4.5% |
| 3M | -21.8% | +13.2% | -35.0% | -24.2% |
| 6M | +6.9% | -7.0% | +13.9% | +8.5% |
| YTD | +77.2% | -15.0% | +92.2% | +82.6% |
| 1Y | +123.2% | -2.7% | +126.0% | +123.5% |
| 3Y | +400.0% | +184.1% | +215.9% | +288.2% |
| All | +383.2% | +717.3% | -334.1% | +218.5% |
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