+117.7%
GOOG vs CEG
+666.0%
-548.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +3.0% | +12.1% | -9.1% | +1.1% |
| 30D | -14.9% | +0.2% | -15.1% | -15.1% |
| 3M | -14.9% | +0.7% | -15.6% | -15.6% |
| 6M | -26.6% | +2.2% | -28.8% | -27.7% |
| YTD | -6.6% | -20.3% | +13.7% | -4.6% |
| 1Y | +5.1% | -16.1% | +21.2% | +6.1% |
| 3Y | +121.0% | +134.7% | -13.7% | +66.5% |
| All | +117.7% | +666.0% | -548.3% | +21.8% |
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