-10.0%
CEG vs BDX
+22.7%
-32.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -4.8% | -3.2% | -1.6% | -4.8% |
| 30D | +2.3% | -2.5% | +4.9% | +2.2% |
| 3M | +15.6% | +21.4% | -5.8% | +16.2% |
| 6M | -5.0% | +10.4% | -15.4% | -4.8% |
| YTD | -19.0% | +18.8% | -37.9% | -18.1% |
| 1Y | -10.0% | +21.7% | -31.6% | -6.8% |
| All | -10.0% | +22.7% | -32.7% | -6.8% |
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