+123.1%
GOOG vs CEG
+137.2%
-14.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.3% |
| 7D | +4.8% | +17.8% | -13.0% | +2.7% |
| 30D | -15.5% | -4.5% | -11.0% | -15.2% |
| 3M | -13.7% | +1.5% | -15.2% | -14.2% |
| 6M | -23.0% | -3.5% | -19.4% | -23.2% |
| YTD | -5.7% | -19.7% | +14.0% | -4.1% |
| 1Y | +3.0% | -19.8% | +22.8% | +4.7% |
| All | +123.1% | +137.2% | -14.1% | +98.6% |
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