+130.1%
CEG vs CNH
+35.8%
+94.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.1% |
| 7D | +11.8% | +6.7% | +5.1% | +10.1% |
| 30D | -6.5% | +7.2% | -13.7% | -8.1% |
| 3M | -1.2% | +17.5% | -18.6% | -5.5% |
| 6M | -8.0% | +15.0% | -23.0% | -12.1% |
| YTD | -21.9% | +36.8% | -58.7% | -29.5% |
| 1Y | -21.4% | +27.6% | -49.1% | -27.8% |
| All | +130.1% | +35.8% | +94.3% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling