-10.1%
CEG vs USHY
+3.5%
-13.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -0.8% |
| 7D | +0.3% | -0.7% | +1.1% | +3.3% |
| 30D | +2.9% | -0.5% | +3.4% | +5.1% |
| 3M | +18.2% | +0.5% | +17.7% | +15.6% |
| 6M | -9.5% | +1.5% | -11.0% | -12.3% |
| YTD | -18.7% | +1.7% | -20.4% | -23.0% |
| 1Y | -10.1% | +3.5% | -13.7% | -23.3% |
| All | -10.1% | +3.5% | -13.7% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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