+152.9%
GOOGL vs CEG
+717.3%
-564.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -1.9% |
| 7D | -2.3% | +8.0% | -10.3% | -3.6% |
| 30D | -6.6% | +12.9% | -19.5% | -8.6% |
| 3M | -8.9% | +13.2% | -22.1% | -11.2% |
| 6M | +11.9% | -7.0% | +18.9% | +12.3% |
| YTD | +8.3% | -15.0% | +23.3% | +10.1% |
| 1Y | +46.2% | -2.7% | +48.9% | +44.1% |
| 3Y | +151.9% | +184.1% | -32.2% | +81.9% |
| All | +152.9% | +717.3% | -564.4% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling