+593.1%
CEG vs CHD
+16.0%
+577.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.6% |
| 7D | +12.1% | +3.6% | +8.5% | +12.7% |
| 30D | +0.2% | +10.4% | -10.2% | +1.7% |
| 3M | +0.7% | +12.2% | -11.5% | +2.4% |
| 6M | +2.2% | +19.9% | -17.7% | +5.0% |
| YTD | -20.3% | +36.4% | -56.7% | -17.0% |
| 1Y | -16.1% | +35.1% | -51.2% | -12.6% |
| 3Y | +134.7% | +29.2% | +105.5% | +135.2% |
| All | +593.1% | +16.0% | +577.0% | +601.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling