-23.1%
CEG vs ALB
-1.1%
-21.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.1% | +10.6% | +10.5% |
| 7D | +7.3% | +9.5% | -2.1% | +5.2% |
| 30D | -7.4% | -2.1% | -5.3% | -7.0% |
| 3M | +2.5% | -24.1% | +26.6% | +8.1% |
| 6M | -8.8% | -51.0% | +42.2% | +5.3% |
| YTD | -21.5% | -29.3% | +7.8% | -15.2% |
| All | -23.1% | -1.1% | -21.9% | -17.2% |
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