+639.5%
CEG vs BBWI
-61.1%
+700.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.0% | +4.4% |
| 7D | +8.0% | +1.5% | +6.5% | +7.7% |
| 30D | +12.9% | -5.2% | +18.1% | +13.6% |
| 3M | +13.2% | +11.1% | +2.1% | +10.3% |
| 6M | -7.0% | -13.4% | +6.4% | -5.9% |
| YTD | -15.0% | +0.1% | -15.1% | -16.3% |
| 1Y | -2.7% | -36.1% | +33.4% | +2.7% |
| 3Y | +184.1% | -44.1% | +228.2% | +199.6% |
| All | +639.5% | -61.1% | +700.5% | +685.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling