+334.7%
INTC vs CEG
-1.7%
+336.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.4% |
| 7D | +18.0% | +1.3% | +16.6% | +17.3% |
| 30D | +8.9% | +8.8% | +0.1% | +5.0% |
| 3M | -1.6% | +17.0% | -18.5% | -8.0% |
| 6M | +133.1% | -8.7% | +141.8% | +136.3% |
| YTD | +187.9% | -16.4% | +204.3% | +198.9% |
| 1Y | +334.7% | -1.8% | +336.4% | +376.2% |
| All | +334.7% | -1.7% | +336.4% | +376.2% |
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 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