-31.9%
CEG vs CHD
+30.9%
-62.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.3% | -5.7% |
| 7D | -4.8% | +6.9% | -11.7% | -2.3% |
| 30D | -8.2% | +17.1% | -25.3% | -2.8% |
| 3M | -7.9% | +9.1% | -17.0% | -5.1% |
| 6M | -23.2% | +21.4% | -44.6% | -16.9% |
| YTD | -30.1% | +34.9% | -65.0% | -15.8% |
| 1Y | -31.9% | +31.0% | -62.9% | -19.7% |
| All | -31.9% | +30.9% | -62.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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