+639.5%
CEG vs PH
+211.5%
+427.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | +8.0% | -3.1% | +11.1% | +9.9% |
| 30D | +12.9% | -3.2% | +16.2% | +14.5% |
| 3M | +13.2% | +10.6% | +2.6% | +5.7% |
| 6M | -7.0% | -2.1% | -4.9% | -7.1% |
| YTD | -15.0% | +10.2% | -25.2% | -21.1% |
| 1Y | -2.7% | +28.2% | -31.0% | -18.3% |
| 3Y | +184.1% | +134.9% | +49.2% | +71.9% |
| All | +639.5% | +211.5% | +427.9% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling