+579.5%
CEG vs ALM
+396.8%
+182.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +11.8% | -7.2% | +19.0% | +12.2% |
| 30D | -6.5% | -26.4% | +19.8% | -5.1% |
| 3M | -1.2% | -38.6% | +37.4% | +1.1% |
| 6M | -8.0% | -61.0% | +52.9% | -4.7% |
| YTD | -21.9% | -7.4% | -14.5% | -20.6% |
| 1Y | -21.4% | +14.0% | -35.4% | -20.6% |
| 3Y | +130.0% | +844.4% | -714.4% | +135.4% |
| All | +579.5% | +396.8% | +182.7% | +603.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling