-25.4%
CEG vs ALM
+12.3%
-37.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.2% | +4.2% | -1.8% |
| 7D | +1.7% | -6.3% | +8.0% | +2.7% |
| 30D | -10.2% | -31.4% | +21.3% | -5.1% |
| 3M | -0.8% | -40.6% | +39.7% | +6.2% |
| 6M | -11.5% | -58.6% | +47.1% | -1.6% |
| YTD | -23.9% | -7.6% | -16.3% | -24.0% |
| 1Y | -25.4% | +13.8% | -39.2% | -28.9% |
| All | -25.4% | +12.3% | -37.7% | -28.9% |
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