-19.5%
DHR vs CEG
+678.4%
-698.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -3.6% | -4.8% | +1.1% | -3.2% |
| 30D | -2.7% | +2.3% | -5.1% | -3.0% |
| 3M | +10.9% | +15.6% | -4.7% | +9.3% |
| 6M | +3.0% | -5.0% | +8.0% | +3.0% |
| YTD | -12.2% | -19.0% | +6.8% | -10.9% |
| 1Y | +3.3% | -10.0% | +13.3% | +3.2% |
| 3Y | -8.2% | +163.9% | -172.2% | -30.3% |
| All | -19.5% | +678.4% | -698.0% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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