+9.8%
ALAB vs CEG
-31.6%
+41.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.3% | +2.0% | +3.3% |
| 7D | -26.3% | -4.7% | -21.5% | -23.5% |
| 30D | -50.1% | -16.6% | -33.5% | -43.5% |
| 3M | -42.5% | -4.1% | -38.3% | -39.9% |
| 6M | -10.8% | -22.3% | +11.5% | +1.8% |
| YTD | +14.6% | -28.9% | +43.6% | +31.2% |
| All | +9.8% | -31.6% | +41.3% | +29.9% |
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