+579.5%
CEG vs ALLY
-9.9%
+589.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.1% |
| 7D | +11.8% | -2.8% | +14.6% | +12.7% |
| 30D | -6.5% | +1.9% | -8.4% | -7.2% |
| 3M | -1.2% | -12.1% | +11.0% | +2.4% |
| 6M | -8.0% | -9.0% | +1.0% | -5.8% |
| YTD | -21.9% | -12.9% | -9.0% | -19.4% |
| 1Y | -21.4% | -0.1% | -21.4% | -22.1% |
| 3Y | +130.0% | +64.6% | +65.4% | +98.4% |
| All | +579.5% | -9.9% | +589.4% | +532.6% |
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