+626.9%
CEG vs HIG
+109.6%
+517.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | +8.8% | -2.8% | +11.7% | +9.7% |
| 3M | +17.0% | +6.3% | +10.6% | +14.1% |
| 6M | -8.7% | -0.1% | -8.6% | -9.3% |
| YTD | -16.4% | +0.4% | -16.9% | -17.4% |
| 1Y | -1.8% | +6.2% | -8.0% | -5.3% |
| 3Y | +175.8% | +101.6% | +74.2% | +94.9% |
| All | +626.9% | +109.6% | +517.4% | +406.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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