+604.3%
CEG vs DHI
+57.7%
+546.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | -4.8% | -3.4% | -1.3% | -4.3% |
| 30D | +2.3% | -5.4% | +7.8% | +3.1% |
| 3M | +15.6% | -10.4% | +26.0% | +17.2% |
| 6M | -5.0% | -2.8% | -2.2% | -5.0% |
| YTD | -19.0% | -3.4% | -15.6% | -19.1% |
| 1Y | -10.0% | -22.9% | +13.0% | -7.3% |
| 3Y | +163.9% | +20.7% | +143.3% | +137.8% |
| All | +604.3% | +57.7% | +546.6% | +442.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling