+639.5%
CEG vs CAH
+416.2%
+223.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.0% |
| 7D | +8.0% | +5.4% | +2.6% | +6.9% |
| 30D | +12.9% | +3.3% | +9.6% | +12.2% |
| 3M | +13.2% | +22.8% | -9.6% | +8.1% |
| 6M | -7.0% | +11.3% | -18.3% | -9.2% |
| YTD | -15.0% | +21.1% | -36.1% | -18.7% |
| 1Y | -2.7% | +67.2% | -70.0% | -15.4% |
| 3Y | +184.1% | +195.6% | -11.6% | +104.4% |
| All | +639.5% | +416.2% | +223.3% | +348.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling