+51.6%
INTC vs CEG
+124.8%
-73.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.2% |
| 7D | -4.0% | +1.7% | -5.7% | -4.4% |
| 30D | -44.5% | -10.2% | -34.3% | -42.8% |
| 3M | -40.4% | -0.8% | -39.6% | -40.4% |
| 6M | -53.5% | -11.5% | -41.9% | -52.1% |
| YTD | +57.5% | -23.9% | +81.4% | +66.5% |
| 1Y | +51.2% | -25.4% | +76.6% | +60.3% |
| 3Y | +51.6% | +124.2% | -72.6% | +20.3% |
| All | +51.6% | +124.8% | -73.2% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling