+492.8%
CEG vs ALK
-29.8%
+522.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.8% | -1.6% |
| 7D | -9.4% | +7.1% | -16.5% | -11.5% |
| 30D | -20.2% | -3.0% | -17.2% | -20.0% |
| 3M | -9.5% | -25.6% | +16.2% | -2.4% |
| 6M | -25.0% | +0.5% | -25.5% | -26.5% |
| YTD | -31.9% | -23.1% | -8.8% | -28.8% |
| 1Y | -33.7% | -7.5% | -26.1% | -34.4% |
| 3Y | +108.7% | +15.3% | +93.4% | +92.6% |
| All | +492.8% | -29.8% | +522.6% | +491.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling