+598.5%
CEG vs CAH
+482.2%
+116.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | +17.8% | +3.9% | +14.0% | +17.1% |
| 30D | -4.5% | +16.0% | -20.6% | -7.2% |
| 3M | +1.5% | +19.1% | -17.6% | -2.0% |
| 6M | -3.5% | +53.0% | -56.6% | -12.0% |
| YTD | -19.7% | +36.6% | -56.3% | -25.1% |
| 1Y | -19.8% | +37.4% | -57.2% | -25.3% |
| 3Y | +136.4% | +178.8% | -42.4% | +78.2% |
| All | +598.5% | +482.2% | +116.3% | +313.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling