+639.5%
CEG vs CDW
-14.5%
+653.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.1% |
| 7D | +8.0% | +3.2% | +4.8% | +7.1% |
| 30D | +12.9% | +9.3% | +3.7% | +9.9% |
| 3M | +13.2% | +9.8% | +3.4% | +9.2% |
| 6M | -7.0% | +23.3% | -30.3% | -16.0% |
| YTD | -15.0% | +13.7% | -28.6% | -21.2% |
| 1Y | -2.7% | -6.5% | +3.7% | -1.6% |
| 3Y | +184.1% | -25.2% | +209.3% | +202.2% |
| All | +639.5% | -14.5% | +653.9% | +610.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling