-31.9%
CEG vs DGX
+45.0%
-76.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.5% | -10.2% | -5.7% |
| 7D | -4.8% | +4.1% | -8.9% | -3.6% |
| 30D | -8.2% | +10.5% | -18.7% | -5.4% |
| 3M | -7.9% | +9.8% | -17.7% | -5.2% |
| 6M | -23.2% | +34.6% | -57.8% | -18.3% |
| YTD | -30.1% | +49.8% | -80.0% | -23.0% |
| 1Y | -31.9% | +46.0% | -77.9% | -25.7% |
| All | -31.9% | +45.0% | -76.9% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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