+165.1%
CEG vs ALNY
+22.8%
+142.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -2.3% |
| 7D | +0.3% | -6.4% | +6.7% | +0.9% |
| 30D | +2.9% | +11.9% | -9.0% | +1.9% |
| 3M | +18.2% | -15.0% | +33.2% | +18.8% |
| 6M | -9.5% | -23.2% | +13.7% | -8.2% |
| YTD | -18.7% | -37.8% | +19.1% | -15.7% |
| 1Y | -10.1% | -47.3% | +37.1% | -5.4% |
| All | +165.1% | +22.8% | +142.3% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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