+518.2%
CEG vs ALC
-3.1%
+521.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.9% |
| 7D | -4.7% | +4.9% | -9.6% | -6.4% |
| 30D | -16.6% | +19.0% | -35.5% | -21.4% |
| 3M | -4.1% | +7.8% | -11.9% | -6.9% |
| 6M | -22.3% | +14.6% | -36.9% | -26.4% |
| YTD | -28.9% | -4.4% | -24.5% | -28.6% |
| 1Y | -28.5% | +1.4% | -29.8% | -30.0% |
| 3Y | +104.3% | +2.5% | +101.8% | +94.2% |
| All | +518.2% | -3.1% | +521.4% | +500.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling