+562.3%
CEG vs HRB
+166.9%
+395.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +1.7% | -4.0% | +5.7% | +1.7% |
| 30D | -10.2% | +15.8% | -25.9% | -10.8% |
| 3M | -0.8% | +12.0% | -12.9% | -1.6% |
| 6M | -11.5% | +40.7% | -52.3% | -13.7% |
| YTD | -23.9% | +21.0% | -44.9% | -23.8% |
| 1Y | -25.4% | +11.7% | -37.1% | -24.5% |
| 3Y | +124.2% | +25.0% | +99.2% | +115.4% |
| All | +562.3% | +166.9% | +395.4% | +498.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling