+582.9%
CEG vs CDW
-7.6%
+590.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.8% | +5.6% | +9.3% |
| 7D | +7.3% | +9.3% | -2.0% | +4.7% |
| 30D | -7.4% | +15.8% | -23.2% | -11.2% |
| 3M | +2.5% | +21.8% | -19.3% | -3.5% |
| 6M | -8.8% | +58.8% | -67.6% | -22.9% |
| YTD | -21.5% | +22.8% | -44.3% | -29.1% |
| 1Y | -22.5% | +17.9% | -40.4% | -28.6% |
| 3Y | +133.3% | -17.4% | +150.7% | +139.4% |
| All | +582.9% | -7.6% | +590.5% | +539.3% |
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