+518.2%
CEG vs CDW
-11.9%
+530.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | -4.7% | +2.1% | -6.8% | -5.6% |
| 30D | -16.6% | +14.7% | -31.3% | -20.0% |
| 3M | -4.1% | +11.1% | -15.2% | -7.8% |
| 6M | -22.3% | +45.6% | -67.9% | -32.8% |
| YTD | -28.9% | +17.1% | -46.0% | -35.1% |
| 1Y | -28.5% | +13.2% | -41.6% | -33.6% |
| 3Y | +104.3% | -22.2% | +126.5% | +113.0% |
| All | +518.2% | -11.9% | +530.1% | +484.9% |
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