+518.2%
CEG vs ALB
-53.8%
+572.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.1% |
| 7D | -4.7% | +9.1% | -13.8% | -6.4% |
| 30D | -16.6% | -3.4% | -13.2% | -16.1% |
| 3M | -4.1% | -20.6% | +16.5% | -0.2% |
| 6M | -22.3% | -48.2% | +25.8% | -12.6% |
| YTD | -28.9% | -29.2% | +0.3% | -25.3% |
| 1Y | -28.5% | +10.0% | -38.5% | -30.9% |
| 3Y | +104.3% | -12.9% | +117.2% | +91.0% |
| All | +518.2% | -53.8% | +572.0% | +576.1% |
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