-2.7%
CEG vs CDW
-5.0%
+2.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +4.8% |
| 7D | +8.0% | +3.2% | +4.8% | +8.2% |
| 30D | +12.9% | +9.3% | +3.7% | +13.5% |
| 3M | +13.2% | +9.8% | +3.4% | +14.0% |
| 6M | -7.0% | +23.3% | -30.3% | -6.3% |
| YTD | -15.0% | +13.7% | -28.6% | -12.1% |
| 1Y | -2.7% | -6.5% | +3.7% | +7.6% |
| All | -2.7% | -5.0% | +2.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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