-21.4%
CEG vs EWT
+60.8%
-82.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.8% | -3.2% | -0.7% |
| 7D | +11.8% | +3.2% | +8.6% | +9.1% |
| 30D | -6.5% | -12.3% | +5.8% | 0.0% |
| 3M | -1.2% | -3.6% | +2.5% | +0.5% |
| 6M | -8.0% | +3.1% | -11.2% | -12.3% |
| YTD | -21.9% | +57.7% | -79.6% | -49.2% |
| 1Y | -21.4% | +60.3% | -81.7% | -50.2% |
| All | -21.4% | +60.8% | -82.2% | -50.2% |
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