+639.7%
CEG vs HRB
+140.2%
+499.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.4% |
| 7D | +6.7% | -9.1% | +15.7% | +7.2% |
| 30D | +11.0% | +0.3% | +10.7% | +10.8% |
| 3M | +19.5% | +23.4% | -3.9% | +17.6% |
| 6M | -5.9% | +45.1% | -51.0% | -8.8% |
| YTD | -15.0% | +8.9% | -23.9% | -14.4% |
| 1Y | +0.6% | -7.9% | +8.6% | +3.6% |
| 3Y | +180.6% | +27.9% | +152.7% | +162.4% |
| All | +639.7% | +140.2% | +499.4% | +572.1% |
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 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