+38.3%
GOOG vs CEG
-6.8%
+45.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.9% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | -3.6% | +2.9% | -6.5% | -3.9% |
| 3M | -6.4% | +18.2% | -24.6% | -8.3% |
| 6M | +7.8% | -9.5% | +17.3% | +8.6% |
| YTD | +5.5% | -18.7% | +24.2% | +8.6% |
| 1Y | +38.3% | -10.1% | +48.4% | +39.4% |
| All | +38.3% | -6.8% | +45.1% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling