+518.2%
CEG vs GH
+107.4%
+410.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.5% |
| 7D | -4.7% | -15.6% | +10.9% | -2.8% |
| 30D | -16.6% | -10.4% | -6.2% | -15.5% |
| 3M | -4.1% | -4.3% | +0.1% | -4.1% |
| 6M | -22.3% | +63.5% | -85.9% | -27.8% |
| YTD | -28.9% | +47.7% | -76.6% | -33.4% |
| 1Y | -28.5% | +56.7% | -85.2% | -33.4% |
| 3Y | +104.3% | +443.9% | -339.6% | +58.1% |
| All | +518.2% | +107.4% | +410.8% | +424.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 5y: compounded portfolio wealth divided by compounded GH 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…
5y analysis · Full analysis span regression · 6 months rolling