+25.7%
INTC vs CEG
+651.0%
-625.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +6.8% |
| 7D | +7.3% | +11.8% | -4.5% | +4.1% |
| 30D | -38.3% | -6.5% | -31.8% | -37.1% |
| 3M | -36.0% | -1.2% | -34.9% | -35.9% |
| 6M | -51.7% | -8.0% | -43.7% | -50.8% |
| YTD | +69.4% | -21.9% | +91.3% | +78.2% |
| 1Y | +65.0% | -21.4% | +86.4% | +73.1% |
| 3Y | +63.0% | +130.0% | -67.0% | +21.7% |
| All | +25.7% | +651.0% | -625.4% | -18.1% |
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