+593.1%
CEG vs USHY
+20.5%
+572.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.6% |
| 7D | +12.1% | -0.4% | +12.5% | +13.1% |
| 30D | +0.2% | +0.6% | -0.4% | -1.0% |
| 3M | +0.7% | -2.0% | +2.7% | +5.0% |
| 6M | +2.2% | -0.5% | +2.8% | +3.7% |
| YTD | -20.3% | +0.6% | -20.9% | -20.8% |
| 1Y | -16.1% | +2.1% | -18.2% | -18.9% |
| 3Y | +134.7% | +25.3% | +109.4% | +66.3% |
| All | +593.1% | +20.5% | +572.5% | +402.1% |
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 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