+104.3%
CEG vs ALK
+16.0%
+88.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | -4.7% | +9.0% | -13.8% | -7.4% |
| 30D | -16.6% | -1.6% | -14.9% | -16.6% |
| 3M | -4.1% | -23.2% | +19.1% | +2.7% |
| 6M | -22.3% | -3.9% | -18.4% | -23.0% |
| YTD | -28.9% | -22.6% | -6.3% | -25.6% |
| 1Y | -28.5% | -5.3% | -23.1% | -29.9% |
| 3Y | +104.3% | +18.6% | +85.7% | +100.4% |
| All | +104.3% | +16.0% | +88.3% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling