+607.3%
CEG vs CAH
+392.9%
+214.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.4% |
| 7D | +0.3% | -5.1% | +5.4% | +1.4% |
| 30D | +2.9% | -1.8% | +4.7% | +3.2% |
| 3M | +18.2% | +9.4% | +8.9% | +15.8% |
| 6M | -9.5% | +9.2% | -18.8% | -11.4% |
| YTD | -18.7% | +15.7% | -34.4% | -21.6% |
| 1Y | -10.1% | +59.7% | -69.9% | -21.1% |
| 3Y | +168.3% | +178.5% | -10.1% | +95.9% |
| All | +607.3% | +392.9% | +214.4% | +332.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling