Just came across an article about the performance of companies led by women. Sounds almost exactly in line with the market: "11 of those 24 [female CEOs at publicly traded companies] are at companies where the stock is beating the market this year." However, it's drawn from a list extolling powerful women, so they may have left out the more embarassing female CEOs, I'm not sure.
http://americasmarkets.usatoday.com/2014...ng-market/
http://americasmarkets.usatoday.com/2014...ng-market/