+140.7%
GOOG vs CEG
+175.4%
-34.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.9% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | -7.7% | +8.8% | -16.5% | -8.8% |
| 3M | -9.3% | +17.0% | -26.3% | -11.5% |
| 6M | +7.4% | -8.7% | +16.2% | +8.1% |
| YTD | +4.9% | -16.4% | +21.3% | +6.6% |
| 1Y | +37.2% | -1.8% | +39.0% | +35.6% |
| All | +140.7% | +175.4% | -34.7% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling