+639.5%
CEG vs ALK
-23.7%
+663.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.3% | +4.5% |
| 7D | +8.0% | -0.7% | +8.7% | +8.2% |
| 30D | +12.9% | -19.2% | +32.2% | +19.6% |
| 3M | +13.2% | -1.5% | +14.7% | +12.4% |
| 6M | -7.0% | -13.1% | +6.1% | -5.2% |
| YTD | -15.0% | -16.4% | +1.4% | -12.7% |
| 1Y | -2.7% | -33.1% | +30.3% | +6.2% |
| 3Y | +184.1% | +0.6% | +183.4% | +172.1% |
| All | +639.5% | -23.7% | +663.2% | +624.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling