+639.7%
CEG vs DGX
+85.0%
+554.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +6.7% | -0.3% | +7.0% | +6.7% |
| 30D | +11.0% | -1.2% | +12.2% | +11.1% |
| 3M | +19.5% | +19.9% | -0.4% | +17.0% |
| 6M | -5.9% | +19.2% | -25.1% | -7.8% |
| YTD | -15.0% | +37.5% | -52.5% | -18.5% |
| 1Y | +0.6% | +31.3% | -30.6% | -3.2% |
| 3Y | +180.6% | +96.6% | +84.0% | +129.5% |
| All | +639.7% | +85.0% | +554.7% | +528.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling