+639.5%
CEG vs ALHC
+73.8%
+565.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +8.0% | -0.6% | +8.6% | +8.0% |
| 30D | +12.9% | -1.0% | +14.0% | +13.0% |
| 3M | +13.2% | -10.2% | +23.3% | +13.0% |
| 6M | -7.0% | -28.3% | +21.3% | -6.5% |
| YTD | -15.0% | -31.4% | +16.4% | -14.5% |
| 1Y | -2.7% | -16.9% | +14.2% | -2.8% |
| 3Y | +184.1% | +135.5% | +48.6% | +161.8% |
| All | +639.5% | +73.8% | +565.6% | +651.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling