+145.9%
GOOG vs CEG
+681.8%
-535.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.1% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | -3.6% | +2.9% | -6.5% | -4.2% |
| 3M | -6.4% | +18.2% | -24.6% | -9.4% |
| 6M | +7.8% | -9.5% | +17.3% | +8.7% |
| YTD | +5.5% | -18.7% | +24.2% | +8.0% |
| 1Y | +38.3% | -10.1% | +48.4% | +38.3% |
| 3Y | +143.1% | +168.3% | -25.3% | +77.4% |
| All | +145.9% | +681.8% | -535.9% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling