+7.0%
WMT vs CEG
-3.0%
+10.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -0.9% |
| 7D | +3.9% | +8.0% | -4.1% | +4.3% |
| 30D | -4.4% | +12.9% | -17.3% | -3.8% |
| 3M | -8.8% | +13.2% | -21.9% | -8.2% |
| 6M | -15.6% | -7.0% | -8.6% | -15.5% |
| YTD | -3.2% | -15.0% | +11.8% | -3.5% |
| 1Y | +7.0% | -2.7% | +9.8% | +10.3% |
| All | +7.0% | -3.0% | +10.1% | +10.3% |
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 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