+593.1%
CEG vs ALB
-56.4%
+649.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | +12.1% | -5.8% | +17.9% | +13.4% |
| 30D | +0.2% | -4.5% | +4.8% | +1.0% |
| 3M | +0.7% | -28.1% | +28.8% | +6.8% |
| 6M | +2.2% | -53.2% | +55.4% | +17.3% |
| YTD | -20.3% | -33.3% | +13.0% | -15.3% |
| 1Y | -16.1% | -17.4% | +1.4% | -14.4% |
| 3Y | +134.7% | -14.1% | +148.8% | +119.8% |
| All | +593.1% | -56.4% | +649.5% | +666.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling