+187.4%
CEG vs ALM
+2,063.1%
-1,875.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.0% |
| 7D | +8.0% | -2.6% | +10.6% | +8.2% |
| 30D | +12.9% | +32.0% | -19.1% | +11.1% |
| 3M | +13.2% | -15.0% | +28.2% | +13.3% |
| 6M | -7.0% | -10.1% | +3.1% | -7.4% |
| YTD | -15.0% | +99.4% | -114.4% | -17.3% |
| 1Y | -2.7% | +316.4% | -319.1% | -7.0% |
| All | +187.4% | +2,063.1% | -1,875.7% | +180.0% |
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