-31.9%
CEG vs DHI
+9.6%
-41.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.1% | -14.8% | -7.3% |
| 7D | -4.8% | +9.8% | -14.6% | -5.7% |
| 30D | -8.2% | +17.8% | -26.0% | -10.2% |
| 3M | -7.9% | +4.7% | -12.6% | -8.3% |
| 6M | -23.2% | +10.0% | -33.3% | -24.4% |
| YTD | -30.1% | +10.0% | -40.1% | -31.6% |
| 1Y | -31.9% | +9.1% | -41.0% | -32.8% |
| All | -31.9% | +9.6% | -41.5% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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