-16.1%
CEG vs BBWI
+0.1%
-16.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -0.9% |
| 7D | +12.1% | +0.1% | +12.0% | +12.1% |
| 30D | +0.2% | +12.9% | -12.6% | -1.4% |
| 3M | +0.7% | +16.0% | -15.3% | -1.8% |
| 6M | +2.2% | +16.6% | -14.4% | -0.9% |
| YTD | -20.3% | +9.7% | -30.1% | -21.6% |
| 1Y | -16.1% | +1.5% | -17.6% | -17.1% |
| All | -16.1% | +0.1% | -16.2% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling