+626.9%
CEG vs DHI
+58.9%
+568.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +1.3% | -2.3% | +3.7% | +1.6% |
| 30D | +8.8% | -5.3% | +14.1% | +9.6% |
| 3M | +17.0% | -7.8% | +24.7% | +18.1% |
| 6M | -8.7% | -5.4% | -3.4% | -8.4% |
| YTD | -16.4% | -2.7% | -13.8% | -16.5% |
| 1Y | -1.8% | -21.0% | +19.2% | +0.8% |
| 3Y | +175.8% | +22.2% | +153.6% | +147.8% |
| All | +626.9% | +58.9% | +568.0% | +458.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling