+639.7%
CEG vs CNH
-6.8%
+646.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +1.5% |
| 7D | +6.7% | +8.8% | -2.1% | +4.2% |
| 30D | +11.0% | +24.7% | -13.7% | +4.2% |
| 3M | +19.5% | +27.3% | -7.9% | +11.1% |
| 6M | -5.9% | +23.2% | -29.0% | -12.2% |
| YTD | -15.0% | +48.9% | -63.9% | -25.6% |
| 1Y | +0.6% | +19.4% | -18.8% | -6.0% |
| 3Y | +180.6% | +7.8% | +172.9% | +164.0% |
| All | +639.7% | -6.8% | +646.4% | +618.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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