+4.4%
GOOGL vs CEG
-33.0%
+37.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.7% | +9.9% | +3.5% |
| 7D | -11.1% | -4.8% | -6.3% | -10.9% |
| 30D | -16.6% | -8.2% | -8.4% | -16.3% |
| 3M | -23.4% | -7.9% | -15.5% | -23.3% |
| 6M | -24.5% | -23.2% | -1.3% | -23.0% |
| YTD | -7.5% | -30.1% | +22.6% | -3.6% |
| 1Y | +4.4% | -31.9% | +36.3% | +9.1% |
| All | +4.4% | -33.0% | +37.4% | +9.1% |
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