+579.5%
CEG vs CDW
-2.9%
+582.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.1% |
| 7D | +11.8% | +2.6% | +9.2% | +11.1% |
| 30D | -6.5% | +20.4% | -26.9% | -11.2% |
| 3M | -1.2% | +28.5% | -29.6% | -8.1% |
| 6M | -8.0% | +70.6% | -78.6% | -23.8% |
| YTD | -21.9% | +29.1% | -51.0% | -30.3% |
| 1Y | -21.4% | +23.8% | -45.2% | -28.5% |
| 3Y | +130.0% | -14.5% | +144.5% | +134.7% |
| All | +579.5% | -2.9% | +582.4% | +528.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling