+492.8%
CEG vs ALLE
+60.7%
+432.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.8% |
| 7D | -9.4% | 0.0% | -9.5% | -9.5% |
| 30D | -20.2% | +20.6% | -40.8% | -24.2% |
| 3M | -9.5% | +11.4% | -20.9% | -12.1% |
| 6M | -25.0% | +42.5% | -67.5% | -32.2% |
| YTD | -31.9% | +18.9% | -50.7% | -35.9% |
| 1Y | -33.7% | +14.2% | -47.8% | -36.8% |
| 3Y | +108.7% | +90.7% | +18.0% | +61.3% |
| All | +492.8% | +60.7% | +432.1% | +341.8% |
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