+104.3%
CEG vs ALLY
+54.4%
+49.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.9% |
| 7D | -4.7% | +0.9% | -5.7% | -5.2% |
| 30D | -16.6% | +3.1% | -19.7% | -17.7% |
| 3M | -4.1% | -12.6% | +8.4% | +0.1% |
| 6M | -22.3% | -12.4% | -9.9% | -19.0% |
| YTD | -28.9% | -13.2% | -15.8% | -26.1% |
| 1Y | -28.5% | +1.8% | -30.3% | -29.8% |
| 3Y | +104.3% | +58.0% | +46.3% | +83.0% |
| All | +104.3% | +54.4% | +49.9% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling