-21.4%
CEG vs ALLE
+15.9%
-37.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.6% |
| 7D | +11.8% | -0.8% | +12.6% | +11.7% |
| 30D | -6.5% | +27.4% | -33.9% | -7.7% |
| 3M | -1.2% | +13.8% | -15.0% | -1.5% |
| 6M | -8.0% | +45.5% | -53.5% | -10.7% |
| YTD | -21.9% | +21.4% | -43.3% | -28.4% |
| 1Y | -21.4% | +15.4% | -36.8% | -26.8% |
| All | -21.4% | +15.9% | -37.3% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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