+639.5%
CEG vs EWT
+140.3%
+499.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +3.6% |
| 7D | +8.0% | +4.0% | +4.1% | +5.2% |
| 30D | +12.9% | +10.3% | +2.6% | +5.7% |
| 3M | +13.2% | +6.1% | +7.1% | +7.5% |
| 6M | -7.0% | +56.6% | -63.6% | -34.6% |
| YTD | -15.0% | +76.6% | -91.6% | -45.5% |
| 1Y | -2.7% | +97.9% | -100.6% | -42.7% |
| 3Y | +184.1% | +198.0% | -13.9% | +28.9% |
| All | +639.5% | +140.3% | +499.1% | +236.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling