+38.3%
GOOGL vs CEG
-1.7%
+40.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.1% |
| 7D | -1.9% | +1.3% | -3.2% | -2.0% |
| 30D | -7.5% | +8.8% | -16.3% | -8.3% |
| 3M | -9.2% | +17.0% | -26.1% | -10.8% |
| 6M | +8.1% | -8.7% | +16.8% | +8.8% |
| YTD | +5.8% | -16.4% | +22.3% | +8.7% |
| 1Y | +38.3% | -1.8% | +40.1% | +38.2% |
| All | +38.3% | -1.7% | +40.0% | +38.2% |
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