+187.4%
CEG vs ALC
-13.3%
+200.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.5% |
| 7D | +8.0% | -2.1% | +10.1% | +8.7% |
| 30D | +12.9% | -0.1% | +13.0% | +12.9% |
| 3M | +13.2% | +5.9% | +7.3% | +10.9% |
| 6M | -7.0% | -15.9% | +8.9% | -2.4% |
| YTD | -15.0% | -10.1% | -4.9% | -12.8% |
| 1Y | -2.7% | -10.2% | +7.5% | -0.5% |
| All | +187.4% | -13.3% | +200.7% | +197.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling