+639.5%
CEG vs ALLE
+34.4%
+605.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.6% |
| 7D | +8.0% | -0.2% | +8.3% | +8.1% |
| 30D | +12.9% | -6.8% | +19.7% | +15.1% |
| 3M | +13.2% | +21.0% | -7.9% | +6.9% |
| 6M | -7.0% | +1.1% | -8.1% | -7.8% |
| YTD | -15.0% | -0.5% | -14.5% | -16.1% |
| 1Y | -2.7% | -7.3% | +4.5% | -2.0% |
| 3Y | +184.1% | +42.3% | +141.8% | +141.0% |
| All | +639.5% | +34.4% | +605.0% | +478.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling