+604.3%
CEG vs BDX
-3.1%
+607.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -4.8% | -3.2% | -1.6% | -4.4% |
| 30D | +2.3% | -2.5% | +4.9% | +2.6% |
| 3M | +15.6% | +21.4% | -5.8% | +12.4% |
| 6M | -5.0% | +10.4% | -15.4% | -6.4% |
| YTD | -19.0% | +18.8% | -37.9% | -21.2% |
| 1Y | -10.0% | +21.7% | -31.6% | -12.8% |
| 3Y | +163.9% | -10.0% | +173.9% | +175.5% |
| All | +604.3% | -3.1% | +607.4% | +598.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling