+134.7%
CEG vs ALM
+909.2%
-774.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.7% | -8.5% | -1.4% |
| 7D | +12.1% | +1.2% | +10.9% | +12.0% |
| 30D | +0.2% | -19.3% | +19.6% | +1.8% |
| 3M | +0.7% | -40.6% | +41.4% | +4.3% |
| 6M | +2.2% | -57.9% | +60.2% | +7.4% |
| YTD | -20.3% | -6.7% | -13.6% | -19.0% |
| 1Y | -16.1% | +20.2% | -36.3% | -15.6% |
| 3Y | +134.7% | +879.4% | -744.8% | +139.2% |
| All | +134.7% | +909.2% | -774.5% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling