+165.1%
CEG vs HUM
-11.4%
+176.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +0.3% | -1.4% | +1.7% | +0.2% |
| 30D | +2.9% | +7.5% | -4.6% | +3.5% |
| 3M | +18.2% | +10.2% | +8.0% | +19.2% |
| 6M | -9.5% | +132.5% | -142.1% | -4.5% |
| YTD | -18.7% | +57.6% | -76.3% | -15.0% |
| 1Y | -10.1% | +48.6% | -58.7% | -6.2% |
| All | +165.1% | -11.4% | +176.4% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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