+607.3%
CEG vs CRH
+89.2%
+518.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -1.8% |
| 7D | +0.3% | -4.8% | +5.1% | +2.8% |
| 30D | +2.9% | -13.1% | +16.0% | +10.2% |
| 3M | +18.2% | -12.0% | +30.2% | +25.3% |
| 6M | -9.5% | -16.9% | +7.4% | -1.8% |
| YTD | -18.7% | -29.0% | +10.3% | -4.9% |
| 1Y | -10.1% | -20.3% | +10.2% | -1.0% |
| 3Y | +168.3% | +69.2% | +99.1% | +116.9% |
| All | +607.3% | +89.2% | +518.1% | +463.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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