+73.4%
IVV vs CEG
+555.1%
-481.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.0% |
| 7D | -4.8% | -9.4% | +4.7% | -3.4% |
| 30D | -5.9% | -20.2% | +14.3% | -2.9% |
| 3M | -4.5% | -9.5% | +4.9% | -3.6% |
| 6M | +1.8% | -25.0% | +26.8% | +5.5% |
| YTD | +8.4% | -31.9% | +40.2% | +13.2% |
| 1Y | +9.4% | -33.7% | +43.1% | +14.5% |
| 3Y | +75.3% | +108.7% | -33.4% | +39.2% |
| All | +73.4% | +555.1% | -481.8% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling