+639.7%
CEG vs ALB
-39.8%
+679.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | +6.7% | -4.4% | +11.1% | +7.5% |
| 30D | +11.0% | -1.2% | +12.1% | +11.0% |
| 3M | +19.5% | -13.3% | +32.8% | +22.1% |
| 6M | -5.9% | -19.8% | +13.9% | -2.9% |
| YTD | -15.0% | -7.9% | -7.0% | -14.8% |
| 1Y | +0.6% | +60.2% | -59.5% | -9.6% |
| 3Y | +180.6% | -26.4% | +207.1% | +175.4% |
| All | +639.7% | -39.8% | +679.5% | +670.7% |
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