+582.9%
CEG vs EWT
+104.9%
+478.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +7.2% | +3.3% | +5.6% |
| 7D | +7.3% | -5.0% | +12.3% | +10.6% |
| 30D | -7.4% | -16.3% | +8.9% | +4.0% |
| 3M | +2.5% | -7.2% | +9.7% | +7.3% |
| 6M | -8.8% | -0.5% | -8.3% | -10.9% |
| YTD | -21.5% | +50.6% | -72.1% | -44.2% |
| 1Y | -22.5% | +54.8% | -77.4% | -46.1% |
| 3Y | +133.3% | +155.5% | -22.1% | +17.1% |
| All | +582.9% | +104.9% | +478.0% | +244.6% |
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 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