-5.2%
DHR vs CEG
+651.0%
-656.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.6% |
| 7D | +0.2% | +11.8% | -11.6% | -0.9% |
| 30D | +6.4% | -6.5% | +12.9% | +6.8% |
| 3M | +13.6% | -1.2% | +14.8% | +13.4% |
| 6M | +41.9% | -8.0% | +49.9% | +42.2% |
| YTD | +3.4% | -21.9% | +25.3% | +4.9% |
| 1Y | +9.9% | -21.4% | +31.3% | +11.2% |
| 3Y | +21.6% | +130.0% | -108.4% | -5.0% |
| All | -5.2% | +651.0% | -656.2% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling