+598.5%
CEG vs ALK
-29.2%
+627.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.8% | +7.6% | +4.1% |
| 7D | +17.8% | +0.9% | +16.9% | +17.6% |
| 30D | -4.5% | +3.3% | -7.8% | -5.8% |
| 3M | +1.5% | -17.6% | +19.1% | +6.4% |
| 6M | -3.5% | +0.8% | -4.3% | -5.5% |
| YTD | -19.7% | -22.4% | +2.7% | -16.3% |
| 1Y | -19.8% | -10.1% | -9.7% | -20.0% |
| 3Y | +136.4% | +14.0% | +122.4% | +118.9% |
| All | +598.5% | -29.2% | +627.7% | +595.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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