+518.2%
CEG vs ALLE
+59.2%
+459.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | -4.7% | -0.6% | -4.2% | -4.7% |
| 30D | -16.6% | +25.3% | -41.9% | -21.6% |
| 3M | -4.1% | +10.3% | -14.4% | -6.7% |
| 6M | -22.3% | +38.0% | -60.4% | -29.3% |
| YTD | -28.9% | +17.8% | -46.7% | -33.0% |
| 1Y | -28.5% | +13.6% | -42.1% | -31.8% |
| 3Y | +104.3% | +89.2% | +15.1% | +58.2% |
| All | +518.2% | +59.2% | +459.0% | +361.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling