-6.1%
DHR vs CEG
+666.0%
-672.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.4% |
| 7D | +1.2% | +12.1% | -10.9% | +0.1% |
| 30D | +3.7% | +0.2% | +3.5% | +3.6% |
| 3M | +14.5% | +0.7% | +13.8% | +14.0% |
| 6M | +40.9% | +2.2% | +38.7% | +39.9% |
| YTD | +2.4% | -20.3% | +22.7% | +3.7% |
| 1Y | +6.1% | -16.1% | +22.2% | +6.8% |
| 3Y | +21.0% | +134.7% | -113.7% | -5.6% |
| All | -6.1% | +666.0% | -672.1% | -41.4% |
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