+639.5%
CEG vs CNH
-1.3%
+640.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +0.8% | +3.8% |
| 7D | +8.0% | +23.3% | -15.3% | +2.0% |
| 30D | +12.9% | +33.5% | -20.5% | +4.1% |
| 3M | +13.2% | +32.7% | -19.6% | +4.1% |
| 6M | -7.0% | +22.2% | -29.2% | -13.0% |
| YTD | -15.0% | +57.7% | -72.7% | -26.7% |
| 1Y | -2.7% | +28.0% | -30.7% | -10.9% |
| 3Y | +184.1% | +11.5% | +172.5% | +165.1% |
| All | +639.5% | -1.3% | +640.7% | +607.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling