+593.0%
CEG vs ALHC
-5.5%
+598.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | +12.1% | +0.3% | +11.8% | +12.1% |
| 30D | +0.2% | -10.6% | +10.8% | +0.5% |
| 3M | +0.7% | -45.3% | +46.0% | +2.5% |
| 6M | +2.2% | -59.7% | +62.0% | +4.6% |
| YTD | -20.3% | -62.7% | +42.4% | -18.5% |
| 1Y | -16.1% | -56.1% | +40.0% | -14.6% |
| 3Y | +134.7% | +21.3% | +113.4% | +122.0% |
| All | +593.0% | -5.5% | +598.6% | +616.9% |
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