-28.5%
CEG vs ALB
+6.8%
-35.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.1% |
| 7D | -4.7% | +9.1% | -13.8% | -6.5% |
| 30D | -16.6% | -3.4% | -13.2% | -16.0% |
| 3M | -4.1% | -20.6% | +16.5% | +0.2% |
| 6M | -22.3% | -48.2% | +25.8% | -11.3% |
| YTD | -28.9% | -29.2% | +0.3% | -23.6% |
| 1Y | -28.5% | +10.0% | -38.5% | -24.9% |
| All | -28.5% | +6.8% | -35.2% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling