+593.1%
CEG vs ALM
+400.5%
+192.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.7% | -8.5% | -1.2% |
| 7D | +12.1% | +1.2% | +10.9% | +12.0% |
| 30D | +0.2% | -19.3% | +19.6% | +1.3% |
| 3M | +0.7% | -40.6% | +41.4% | +3.1% |
| 6M | +2.2% | -57.9% | +60.2% | +5.6% |
| YTD | -20.3% | -6.7% | -13.6% | -19.1% |
| 1Y | -16.1% | +20.2% | -36.3% | -15.3% |
| 3Y | +134.7% | +879.4% | -744.8% | +140.0% |
| All | +593.1% | +400.5% | +192.6% | +617.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling