-10.0%
CEG vs DHI
-21.2%
+11.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -4.8% | -3.4% | -1.3% | -4.4% |
| 30D | +2.3% | -5.4% | +7.8% | +2.9% |
| 3M | +15.6% | -10.4% | +26.0% | +16.9% |
| 6M | -5.0% | -2.8% | -2.2% | -5.4% |
| YTD | -19.0% | -3.4% | -15.6% | -18.9% |
| 1Y | -10.0% | -22.9% | +13.0% | -9.5% |
| All | -10.0% | -21.2% | +11.2% | -9.5% |
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