+518.2%
CEG vs ALM
+394.4%
+123.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +4.2% |
| 7D | -4.7% | -6.7% | +1.9% | -4.4% |
| 30D | -16.6% | -32.9% | +16.3% | -15.0% |
| 3M | -4.1% | -39.5% | +35.4% | -1.9% |
| 6M | -22.3% | -62.0% | +39.7% | -19.5% |
| YTD | -28.9% | -7.8% | -21.1% | -27.8% |
| 1Y | -28.5% | +26.7% | -55.1% | -27.8% |
| 3Y | +104.3% | +825.4% | -721.1% | +109.0% |
| All | +518.2% | +394.4% | +123.9% | +540.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling