+136.5%
CEG vs ALHC
+25.0%
+111.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +2.8% |
| 7D | +17.8% | -0.8% | +18.6% | +17.8% |
| 30D | -4.5% | -9.6% | +5.1% | -4.5% |
| 3M | +1.5% | -44.5% | +46.0% | +1.9% |
| 6M | -3.5% | -59.2% | +55.7% | -3.3% |
| YTD | -19.7% | -62.0% | +42.3% | -19.5% |
| 1Y | -19.8% | -54.8% | +35.0% | -19.4% |
| All | +136.5% | +25.0% | +111.5% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling