+579.5%
CEG vs ALHC
-1.3%
+580.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | +11.8% | -5.5% | +17.3% | +12.0% |
| 30D | -6.5% | -4.9% | -1.6% | -6.4% |
| 3M | -1.2% | -41.7% | +40.6% | +0.4% |
| 6M | -8.0% | -55.2% | +47.1% | -6.3% |
| YTD | -21.9% | -61.1% | +39.2% | -20.1% |
| 1Y | -21.4% | -53.3% | +31.9% | -20.2% |
| 3Y | +130.0% | +28.2% | +101.8% | +117.2% |
| All | +579.5% | -1.3% | +580.8% | +602.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling