-31.9%
CEG vs ALM
+44.8%
-76.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -6.9% |
| 7D | -4.8% | -6.4% | +1.6% | -3.9% |
| 30D | -8.2% | -35.0% | +26.8% | -2.6% |
| 3M | -7.9% | -33.8% | +25.9% | -3.1% |
| 6M | -23.2% | -55.0% | +31.8% | -15.8% |
| YTD | -30.1% | -0.2% | -29.9% | -31.0% |
| 1Y | -31.9% | +41.8% | -73.7% | -38.1% |
| All | -31.9% | +44.8% | -76.7% | -38.1% |
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