-2.7%
CEG vs ALM
+318.3%
-321.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.1% |
| 7D | +8.0% | -2.6% | +10.6% | +8.3% |
| 30D | +12.9% | +32.0% | -19.1% | +9.0% |
| 3M | +13.2% | -15.0% | +28.2% | +13.8% |
| 6M | -7.0% | -10.1% | +3.1% | -7.8% |
| YTD | -15.0% | +99.4% | -114.4% | -20.5% |
| 1Y | -2.7% | +316.4% | -319.1% | -6.2% |
| All | -2.7% | +318.3% | -321.1% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling