+607.3%
CEG vs BDX
-3.9%
+611.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.5% |
| 7D | +0.3% | -5.4% | +5.7% | +1.0% |
| 30D | +2.9% | -2.2% | +5.1% | +3.1% |
| 3M | +18.2% | +20.1% | -1.9% | +15.1% |
| 6M | -9.5% | +9.1% | -18.6% | -10.7% |
| YTD | -18.7% | +17.9% | -36.6% | -20.8% |
| 1Y | -10.1% | +22.1% | -32.2% | -13.1% |
| 3Y | +168.3% | -10.5% | +178.9% | +180.1% |
| All | +607.3% | -3.9% | +611.2% | +602.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling