+593.0%
CEG vs BDX
+18.7%
+574.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +12.1% | +2.9% | +9.2% | +11.8% |
| 30D | +0.2% | +15.4% | -15.2% | -1.3% |
| 3M | +0.7% | +20.5% | -19.8% | -1.4% |
| 6M | +2.2% | +53.2% | -50.9% | -3.3% |
| YTD | -20.3% | +45.7% | -66.0% | -24.3% |
| 1Y | -16.1% | +47.3% | -63.3% | -20.4% |
| 3Y | +134.7% | +25.1% | +109.6% | +125.5% |
| All | +593.0% | +18.7% | +574.3% | +571.4% |
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