+0.6%
CEG vs ALM
+347.8%
-347.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.8% | -1.0% |
| 7D | +6.7% | +8.4% | -1.7% | +5.6% |
| 30D | +11.0% | +34.8% | -23.9% | +6.8% |
| 3M | +19.5% | +16.2% | +3.3% | +16.0% |
| 6M | -5.9% | +2.1% | -8.0% | -8.0% |
| YTD | -15.0% | +117.0% | -132.0% | -21.5% |
| 1Y | +0.6% | +313.9% | -313.2% | -4.5% |
| All | +0.6% | +347.8% | -347.1% | -4.5% |
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