+579.5%
CEG vs ALB
-55.3%
+634.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.4% |
| 7D | +11.8% | +1.1% | +10.8% | +11.6% |
| 30D | -6.5% | -2.6% | -3.9% | -6.2% |
| 3M | -1.2% | -25.6% | +24.4% | +4.2% |
| 6M | -8.0% | -54.0% | +46.0% | +5.8% |
| YTD | -21.9% | -31.6% | +9.7% | -17.3% |
| 1Y | -21.4% | -6.6% | -14.9% | -21.8% |
| 3Y | +130.0% | -14.0% | +144.0% | +115.5% |
| All | +579.5% | -55.3% | +634.8% | +647.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling