+607.3%
CEG vs HRB
+134.9%
+472.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.7% |
| 7D | +0.3% | -12.2% | +12.5% | +0.9% |
| 30D | +2.9% | -3.0% | +5.9% | +2.9% |
| 3M | +18.2% | +21.7% | -3.5% | +16.4% |
| 6M | -9.5% | +52.3% | -61.9% | -13.2% |
| YTD | -18.7% | +6.5% | -25.2% | -18.1% |
| 1Y | -10.1% | -6.7% | -3.5% | -7.9% |
| 3Y | +168.3% | +25.1% | +143.2% | +151.2% |
| All | +607.3% | +134.9% | +472.4% | +543.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling