-25.4%
CEG vs ALHC
-52.7%
+27.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.5% | -8.5% | -3.1% |
| 7D | +1.7% | +3.8% | -2.1% | +1.6% |
| 30D | -10.2% | +1.7% | -11.8% | -10.2% |
| 3M | -0.8% | -44.3% | +43.5% | +1.1% |
| 6M | -11.5% | -57.2% | +45.7% | -10.4% |
| YTD | -23.9% | -61.2% | +37.3% | -22.6% |
| 1Y | -25.4% | -53.2% | +27.8% | -26.9% |
| All | -25.4% | -52.7% | +27.3% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling