+598.5%
CEG vs BBWI
-57.9%
+656.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +3.3% |
| 7D | +17.8% | -4.5% | +22.4% | +18.7% |
| 30D | -4.5% | +17.1% | -21.6% | -7.4% |
| 3M | +1.5% | +17.5% | -16.0% | -2.0% |
| 6M | -3.5% | +12.8% | -16.3% | -6.7% |
| YTD | -19.7% | +8.2% | -27.9% | -22.4% |
| 1Y | -19.8% | -1.8% | -18.0% | -21.8% |
| 3Y | +136.4% | -25.8% | +162.2% | +137.9% |
| All | +598.5% | -57.9% | +656.4% | +629.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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