-8.0%
CEG vs EWT
+3.9%
-12.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.8% | -3.2% | -0.3% |
| 7D | +11.8% | +3.2% | +8.6% | +9.2% |
| 30D | -6.5% | -12.3% | +5.8% | -1.5% |
| 3M | -1.2% | -3.6% | +2.5% | +0.4% |
| 6M | -8.0% | +3.1% | -11.2% | -9.9% |
| All | -8.0% | +3.9% | -12.0% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling