-28.5%
CEG vs ALC
+2.0%
-30.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.2% |
| 7D | -4.7% | +4.9% | -9.6% | -4.5% |
| 30D | -16.6% | +19.0% | -35.5% | -16.7% |
| 3M | -4.1% | +7.8% | -11.9% | -3.4% |
| 6M | -22.3% | +14.6% | -36.9% | -22.3% |
| YTD | -28.9% | -4.4% | -24.5% | -27.0% |
| 1Y | -28.5% | +1.4% | -29.8% | -24.7% |
| All | -28.5% | +2.0% | -30.5% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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