+639.5%
CEG vs CHD
+0.9%
+638.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +8.0% | -2.7% | +10.7% | +7.6% |
| 30D | +12.9% | -4.6% | +17.6% | +12.3% |
| 3M | +13.2% | +5.0% | +8.1% | +14.0% |
| 6M | -7.0% | -3.2% | -3.8% | -7.2% |
| YTD | -15.0% | +18.6% | -33.6% | -13.1% |
| 1Y | -2.7% | +4.8% | -7.6% | -0.9% |
| 3Y | +184.1% | +6.1% | +177.9% | +182.9% |
| All | +639.5% | +0.9% | +638.6% | +633.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling