+122.5%
IBM vs CEG
+583.3%
-460.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.3% |
| 7D | -5.0% | -4.7% | -0.2% | -4.6% |
| 30D | +11.1% | -16.6% | +27.7% | +13.0% |
| 3M | +5.7% | -4.1% | +9.8% | +5.8% |
| 6M | +10.1% | -22.3% | +32.4% | +12.4% |
| YTD | -15.6% | -28.9% | +13.3% | -13.5% |
| 1Y | -19.5% | -28.5% | +8.9% | -17.7% |
| 3Y | +80.4% | +104.3% | -23.9% | +53.1% |
| All | +122.5% | +583.3% | -460.8% | +68.9% |
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