+639.5%
CEG vs USHY
+22.8%
+616.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +8.0% | -0.1% | +8.2% | +8.3% |
| 30D | +12.9% | +0.1% | +12.8% | +12.8% |
| 3M | +13.2% | +0.8% | +12.3% | +11.4% |
| 6M | -7.0% | +1.7% | -8.7% | -9.8% |
| YTD | -15.0% | +2.5% | -17.5% | -18.7% |
| 1Y | -2.7% | +4.4% | -7.1% | -9.9% |
| 3Y | +184.1% | +27.4% | +156.7% | +94.3% |
| All | +639.5% | +22.8% | +616.7% | +415.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling