+639.7%
CEG vs EWT
+139.0%
+500.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | +6.7% | +1.6% | +5.0% | +5.5% |
| 30D | +11.0% | +8.2% | +2.8% | +5.2% |
| 3M | +19.5% | +11.1% | +8.4% | +10.0% |
| 6M | -5.9% | +60.4% | -66.3% | -35.0% |
| YTD | -15.0% | +75.6% | -90.5% | -45.3% |
| 1Y | +0.6% | +91.3% | -90.7% | -39.2% |
| 3Y | +180.6% | +200.3% | -19.7% | +27.0% |
| All | +639.7% | +139.0% | +500.7% | +237.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling