+134.7%
CEG vs HDB
-7.5%
+142.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | +12.1% | +2.7% | +9.4% | +11.6% |
| 30D | +0.2% | +14.1% | -13.9% | -1.9% |
| 3M | +0.7% | +11.8% | -11.1% | -1.1% |
| 6M | +2.2% | +8.2% | -5.9% | +0.7% |
| YTD | -20.3% | -29.3% | +9.0% | -17.5% |
| 1Y | -16.1% | -28.8% | +12.7% | -13.2% |
| 3Y | +134.7% | -7.5% | +142.1% | +129.7% |
| All | +134.7% | -7.5% | +142.2% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 3y: compounded portfolio wealth divided by compounded HDB 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…
3y analysis · Full analysis span regression · 6 months rolling