-16.1%
CEG vs BDX
+48.3%
-64.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.7% |
| 7D | +12.1% | +2.9% | +9.2% | +12.4% |
| 30D | +0.2% | +15.4% | -15.2% | +1.8% |
| 3M | +0.7% | +20.5% | -19.8% | +2.4% |
| 6M | +2.2% | +53.2% | -50.9% | +4.3% |
| YTD | -20.3% | +45.7% | -66.0% | -18.0% |
| 1Y | -16.1% | +47.3% | -63.3% | -13.6% |
| All | -16.1% | +48.3% | -64.4% | -13.6% |
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