+0.6%
CEG vs BBWI
-33.4%
+34.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.2% | +0.4% |
| 7D | +6.7% | +1.6% | +5.1% | +6.5% |
| 30D | +11.0% | -6.2% | +17.2% | +11.8% |
| 3M | +19.5% | +4.3% | +15.1% | +17.9% |
| 6M | -5.9% | -7.2% | +1.3% | -5.5% |
| YTD | -15.0% | -3.0% | -11.9% | -15.1% |
| 1Y | +0.6% | -30.8% | +31.4% | +9.4% |
| All | +0.6% | -33.4% | +34.0% | +9.4% |
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