+114.7%
GOOGL vs CEG
+632.0%
-517.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.2% |
| 7D | +2.6% | +1.7% | +1.0% | +2.2% |
| 30D | -18.3% | -10.2% | -8.1% | -17.1% |
| 3M | -19.6% | -0.8% | -18.7% | -20.1% |
| 6M | -28.2% | -11.5% | -16.7% | -27.5% |
| YTD | -8.0% | -23.9% | +15.9% | -5.3% |
| 1Y | -0.7% | -25.4% | +24.7% | +2.4% |
| 3Y | +118.8% | +124.2% | -5.4% | +66.2% |
| All | +114.7% | +632.0% | -517.3% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling