-25.4%
CEG vs ALK
-5.3%
-20.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +1.7% | +12.9% | -11.3% | -1.0% |
| 30D | -10.2% | +5.5% | -15.7% | -11.1% |
| 3M | -0.8% | -12.1% | +11.3% | +2.1% |
| 6M | -11.5% | +1.7% | -13.3% | -13.4% |
| YTD | -23.9% | -17.4% | -6.5% | -22.1% |
| 1Y | -25.4% | -1.9% | -23.5% | -24.4% |
| All | -25.4% | -5.3% | -20.1% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling