-31.9%
CEG vs EWT
+54.0%
-85.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.0% |
| 7D | -4.8% | -10.9% | +6.1% | +1.5% |
| 30D | -8.2% | -17.7% | +9.5% | +2.6% |
| 3M | -7.9% | -5.0% | -2.9% | -4.8% |
| 6M | -23.2% | +7.4% | -30.6% | -29.1% |
| YTD | -30.1% | +52.8% | -82.9% | -53.4% |
| 1Y | -31.9% | +55.2% | -87.1% | -55.6% |
| All | -31.9% | +54.0% | -85.9% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling