+562.3%
CEG vs CDW
-5.0%
+567.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.7% |
| 7D | +1.7% | +13.1% | -11.4% | -1.6% |
| 30D | -10.2% | +19.1% | -29.3% | -14.5% |
| 3M | -0.8% | +24.7% | -25.6% | -7.2% |
| 6M | -11.5% | +63.4% | -74.9% | -25.8% |
| YTD | -23.9% | +26.3% | -50.2% | -31.7% |
| 1Y | -25.4% | +20.6% | -46.0% | -31.6% |
| 3Y | +124.2% | -16.3% | +140.5% | +130.0% |
| All | +562.3% | -5.0% | +567.2% | +515.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling