+582.9%
CEG vs ALK
-24.4%
+607.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +7.1% | +3.4% | +8.5% |
| 7D | +7.3% | +8.9% | -1.6% | +4.7% |
| 30D | -7.4% | +5.9% | -13.3% | -9.2% |
| 3M | +2.5% | -16.5% | +19.0% | +7.1% |
| 6M | -8.8% | +2.1% | -10.9% | -10.8% |
| YTD | -21.5% | -17.1% | -4.4% | -19.5% |
| 1Y | -22.5% | -2.9% | -19.7% | -24.3% |
| 3Y | +133.3% | +24.5% | +108.8% | +111.2% |
| All | +582.9% | -24.4% | +607.2% | +568.2% |
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