+639.5%
CEG vs ALB
-41.4%
+680.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.4% | +9.3% | +5.7% |
| 7D | +8.0% | -8.1% | +16.1% | +9.7% |
| 30D | +12.9% | +6.3% | +6.7% | +11.4% |
| 3M | +13.2% | -23.6% | +36.7% | +18.5% |
| 6M | -7.0% | -24.6% | +17.6% | -2.9% |
| YTD | -15.0% | -10.3% | -4.7% | -14.4% |
| 1Y | -2.7% | +61.5% | -64.2% | -12.7% |
| 3Y | +184.1% | -34.0% | +218.0% | +185.6% |
| All | +639.5% | -41.4% | +680.8% | +674.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling