-13.3%
IBM vs CEG
-33.0%
+19.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.7% | +8.4% | +1.6% |
| 7D | +0.4% | -4.8% | +5.2% | +0.3% |
| 30D | +14.8% | -8.2% | +23.0% | +14.5% |
| 3M | +8.9% | -7.9% | +16.8% | +8.6% |
| 6M | +12.4% | -23.2% | +35.7% | +12.0% |
| YTD | -12.4% | -30.1% | +17.7% | -13.9% |
| 1Y | -13.3% | -31.9% | +18.6% | -14.6% |
| All | -13.3% | -33.0% | +19.7% | -14.6% |
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