-30.4%
CEG vs PH
+9.3%
-39.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +3.0% |
| 7D | -4.7% | +2.0% | -6.7% | -5.4% |
| 30D | -16.6% | -3.7% | -12.9% | -15.0% |
| 3M | -4.1% | -14.0% | +9.9% | +1.9% |
| 6M | -22.3% | +2.1% | -24.4% | -23.7% |
| YTD | -28.9% | +5.1% | -34.0% | -32.2% |
| All | -30.4% | +9.3% | -39.6% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling