-16.5%
DHR vs CEG
+717.3%
-733.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.5% | -2.0% |
| 7D | -3.9% | +8.0% | -11.9% | -4.6% |
| 30D | +4.0% | +12.9% | -8.9% | +2.8% |
| 3M | +11.5% | +13.2% | -1.7% | +10.1% |
| 6M | +1.9% | -7.0% | +8.8% | +2.1% |
| YTD | -8.9% | -15.0% | +6.1% | -8.0% |
| 1Y | +5.1% | -2.7% | +7.8% | +4.2% |
| 3Y | -10.3% | +184.1% | -194.4% | -32.7% |
| All | -16.5% | +717.3% | -733.8% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling