+593.0%
CEG vs EWT
+108.6%
+484.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +12.1% | +9.1% | +3.0% | +5.7% |
| 30D | +0.2% | -12.2% | +12.5% | +8.7% |
| 3M | +0.7% | -9.4% | +10.1% | +7.0% |
| 6M | +2.2% | +2.7% | -0.4% | -2.4% |
| YTD | -20.3% | +53.3% | -73.6% | -44.2% |
| 1Y | -16.1% | +59.2% | -75.2% | -42.8% |
| 3Y | +134.7% | +157.1% | -22.4% | +16.9% |
| All | +593.0% | +108.6% | +484.4% | +244.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling