+626.9%
CEG vs CHD
-2.5%
+629.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.9% |
| 7D | +1.3% | -4.2% | +5.5% | +0.8% |
| 30D | +8.8% | -7.6% | +16.4% | +7.8% |
| 3M | +17.0% | -1.6% | +18.6% | +16.9% |
| 6M | -8.7% | -6.3% | -2.4% | -9.3% |
| YTD | -16.4% | +14.6% | -31.0% | -15.0% |
| 1Y | -1.8% | +1.6% | -3.3% | -0.4% |
| 3Y | +175.8% | +3.1% | +172.6% | +173.0% |
| All | +626.9% | -2.5% | +629.5% | +618.1% |
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