-28.5%
CEG vs CNH
+11.5%
-39.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +4.0% |
| 7D | -4.7% | -1.7% | -3.0% | -4.6% |
| 30D | -16.6% | -7.2% | -9.3% | -15.9% |
| 3M | -4.1% | +6.5% | -10.7% | -5.1% |
| 6M | -22.3% | +7.9% | -30.2% | -23.8% |
| YTD | -28.9% | +26.6% | -55.5% | -28.6% |
| 1Y | -28.5% | +13.8% | -42.2% | -28.8% |
| All | -28.5% | +11.5% | -39.9% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling