+492.8%
CEG vs HTZ
-92.5%
+585.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -20.8% | +18.3% | -0.9% |
| 7D | -9.4% | -7.7% | -1.7% | -9.1% |
| 30D | -20.2% | -13.1% | -7.1% | -19.6% |
| 3M | -9.5% | +14.7% | -24.2% | -11.2% |
| 6M | -25.0% | -70.6% | +45.6% | -19.7% |
| YTD | -31.9% | -65.2% | +33.3% | -28.5% |
| 1Y | -33.7% | -73.2% | +39.5% | -29.2% |
| 3Y | +108.7% | -80.8% | +189.5% | +124.6% |
| All | +492.8% | -92.5% | +585.2% | +627.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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