+639.7%
CEG vs IJH
+47.5%
+592.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.6% |
| 7D | +6.7% | +1.0% | +5.7% | +5.7% |
| 30D | +11.0% | -3.1% | +14.1% | +14.4% |
| 3M | +19.5% | +1.9% | +17.5% | +17.3% |
| 6M | -5.9% | +11.0% | -16.9% | -14.5% |
| YTD | -15.0% | +14.7% | -29.7% | -25.1% |
| 1Y | +0.6% | +15.6% | -14.9% | -11.8% |
| 3Y | +180.6% | +52.5% | +128.1% | +97.8% |
| All | +639.7% | +47.5% | +592.2% | +407.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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