+582.9%
CEG vs ALLY
-9.3%
+592.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.9% | +9.5% | +10.2% |
| 7D | +7.3% | -0.2% | +7.5% | +7.3% |
| 30D | -7.4% | +3.4% | -10.8% | -8.4% |
| 3M | +2.5% | -11.1% | +13.5% | +5.7% |
| 6M | -8.8% | -11.5% | +2.7% | -5.8% |
| YTD | -21.5% | -12.3% | -9.2% | -19.2% |
| 1Y | -22.5% | +1.1% | -23.6% | -23.5% |
| 3Y | +133.3% | +64.8% | +68.5% | +101.1% |
| All | +582.9% | -9.3% | +592.1% | +534.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling