+257.6%
ALAB vs CEG
+64.5%
+193.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.1% |
| 7D | +16.3% | +12.1% | +4.2% | +8.4% |
| 30D | -26.1% | +0.2% | -26.4% | -25.7% |
| 3M | -31.3% | +0.7% | -32.0% | -30.8% |
| 6M | -1.0% | +2.2% | -3.3% | -0.6% |
| YTD | +33.3% | -20.3% | +53.7% | +49.9% |
| 1Y | +53.5% | -16.1% | +69.6% | +66.8% |
| All | +257.6% | +64.5% | +193.1% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling