-31.9%
CEG vs HRB
+16.9%
-48.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.4% | -11.1% | -6.0% |
| 7D | -4.8% | +16.0% | -20.8% | -2.6% |
| 30D | -8.2% | +32.1% | -40.3% | -4.2% |
| 3M | -7.9% | +21.5% | -29.4% | -4.7% |
| 6M | -23.2% | +82.1% | -105.3% | -15.4% |
| YTD | -30.1% | +31.6% | -61.7% | -27.2% |
| 1Y | -31.9% | +15.9% | -47.8% | -32.1% |
| All | -31.9% | +16.9% | -48.8% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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