-2.7%
CEG vs BDX
+27.3%
-30.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +4.8% |
| 7D | +8.0% | -2.5% | +10.5% | +7.9% |
| 30D | +12.9% | +8.3% | +4.7% | +13.4% |
| 3M | +13.2% | +24.4% | -11.2% | +14.4% |
| 6M | -7.0% | +9.2% | -16.2% | -7.1% |
| YTD | -15.0% | +22.7% | -37.7% | -13.4% |
| 1Y | -2.7% | +25.9% | -28.6% | +0.7% |
| All | -2.7% | +27.3% | -30.0% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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