+126.0%
GOOGL vs CEG
+135.3%
-9.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +3.9% | +12.1% | -8.2% | +2.4% |
| 30D | -14.9% | +0.2% | -15.2% | -15.1% |
| 3M | -14.6% | +0.7% | -15.3% | -15.0% |
| 6M | -26.4% | +2.2% | -28.7% | -27.2% |
| YTD | -5.3% | -20.3% | +15.0% | -3.6% |
| 1Y | +6.5% | -16.1% | +22.5% | +7.4% |
| 3Y | +126.0% | +134.7% | -8.6% | +101.8% |
| All | +126.0% | +135.3% | -9.3% | +101.8% |
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