+134.7%
CEG vs HIG
+96.1%
+38.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +12.1% | +2.6% | +9.5% | +11.9% |
| 30D | +0.2% | +4.2% | -3.9% | -0.3% |
| 3M | +0.7% | +0.2% | +0.5% | +0.6% |
| 6M | +2.2% | +4.6% | -2.4% | +1.2% |
| YTD | -20.3% | +1.1% | -21.4% | -20.9% |
| 1Y | -16.1% | +4.7% | -20.8% | -17.6% |
| 3Y | +134.7% | +95.5% | +39.2% | +77.3% |
| All | +134.7% | +96.1% | +38.6% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling