+626.9%
CEG vs USHY
+22.5%
+604.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.3% |
| 7D | +1.3% | -0.1% | +1.5% | +1.6% |
| 30D | +8.8% | 0.0% | +8.9% | +9.0% |
| 3M | +17.0% | +0.8% | +16.1% | +15.1% |
| 6M | -8.7% | +1.9% | -10.6% | -11.8% |
| YTD | -16.4% | +2.3% | -18.7% | -19.7% |
| 1Y | -1.8% | +4.1% | -5.9% | -8.6% |
| 3Y | +175.8% | +27.8% | +148.0% | +88.0% |
| All | +626.9% | +22.5% | +604.4% | +409.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling