+492.8%
CEG vs ALLY
-8.5%
+501.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -2.1% |
| 7D | -9.4% | -1.1% | -8.3% | -9.2% |
| 30D | -20.2% | +4.2% | -24.4% | -21.3% |
| 3M | -9.5% | -12.4% | +2.9% | -6.2% |
| 6M | -25.0% | -8.7% | -16.3% | -23.2% |
| YTD | -31.9% | -11.6% | -20.2% | -30.0% |
| 1Y | -33.7% | +0.2% | -33.8% | -34.3% |
| 3Y | +108.7% | +57.1% | +51.6% | +81.8% |
| All | +492.8% | -8.5% | +501.3% | +449.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling