+626.9%
CEG vs ALNY
+82.6%
+544.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +1.3% | -3.5% | +4.8% | +1.7% |
| 30D | +8.8% | +18.9% | -10.1% | +6.7% |
| 3M | +17.0% | -13.3% | +30.3% | +17.7% |
| 6M | -8.7% | -20.3% | +11.5% | -7.3% |
| YTD | -16.4% | -35.1% | +18.7% | -13.0% |
| 1Y | -1.8% | -46.5% | +44.7% | +4.6% |
| 3Y | +175.8% | +28.1% | +147.7% | +162.7% |
| All | +626.9% | +82.6% | +544.3% | +565.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling