+639.7%
CEG vs HAL
+40.1%
+599.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | +6.7% | +0.5% | +6.2% | +6.6% |
| 30D | +11.0% | +15.9% | -5.0% | +6.8% |
| 3M | +19.5% | -8.7% | +28.2% | +21.8% |
| 6M | -5.9% | +9.0% | -14.9% | -8.8% |
| YTD | -15.0% | +32.0% | -47.0% | -22.2% |
| 1Y | +0.6% | +72.5% | -71.8% | -15.5% |
| 3Y | +180.6% | -4.5% | +185.2% | +170.1% |
| All | +639.7% | +40.1% | +599.6% | +648.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling