+33.7%
ALAB vs CEG
-1.1%
+34.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -7.0% |
| 7D | +3.2% | +6.7% | -3.5% | -0.2% |
| 30D | -13.6% | +11.0% | -24.5% | -18.2% |
| 3M | -16.6% | +19.5% | -36.1% | -23.9% |
| 6M | +142.3% | -5.9% | +148.2% | +143.1% |
| YTD | +73.6% | -15.0% | +88.6% | +77.3% |
| 1Y | +33.7% | +0.6% | +33.0% | +30.4% |
| All | +33.7% | -1.1% | +34.8% | +30.4% |
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