-7.0%
CEG vs ALK
-16.4%
+9.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.3% | +4.6% |
| 7D | +8.0% | -0.7% | +8.7% | +8.1% |
| 30D | +12.9% | -19.2% | +32.2% | +17.0% |
| 3M | +13.2% | -1.5% | +14.7% | +12.4% |
| 6M | -7.0% | -13.1% | +6.1% | -11.6% |
| All | -7.0% | -16.4% | +9.4% | -11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling