-31.9%
CEG vs GWW
+55.5%
-87.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.5% | -13.3% | -6.5% |
| 7D | -4.8% | +11.1% | -15.9% | -4.8% |
| 30D | -8.2% | +15.7% | -23.9% | -8.3% |
| 3M | -7.9% | +14.8% | -22.7% | -8.1% |
| 6M | -23.2% | +30.9% | -54.1% | -23.0% |
| YTD | -30.1% | +48.5% | -78.6% | -31.2% |
| 1Y | -31.9% | +57.1% | -89.0% | -32.8% |
| All | -31.9% | +55.5% | -87.4% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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