+6.2%
WMT vs CEG
-6.8%
+13.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | -0.2% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | -6.4% | +2.9% | -9.3% | -6.3% |
| 3M | -12.1% | +18.2% | -30.3% | -11.5% |
| 6M | -15.0% | -9.5% | -5.4% | -14.9% |
| YTD | -4.5% | -18.7% | +14.2% | -4.8% |
| 1Y | +6.2% | -10.1% | +16.3% | +8.2% |
| All | +6.2% | -6.8% | +13.0% | +8.2% |
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