+110.8%
IBM vs CEG
+717.5%
-606.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.3% | +6.7% | -6.4% | -0.4% |
| 30D | -1.5% | +11.0% | -12.5% | -2.6% |
| 3M | -16.8% | +19.5% | -36.2% | -18.5% |
| 6M | -9.0% | -5.9% | -3.2% | -8.9% |
| YTD | -20.1% | -15.0% | -5.1% | -19.3% |
| 1Y | -7.0% | +0.6% | -7.7% | -8.5% |
| 3Y | +72.4% | +180.6% | -108.2% | +41.0% |
| All | +110.8% | +717.5% | -606.8% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling