+607.3%
CEG vs GWW
+159.5%
+447.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.4% |
| 7D | +0.3% | -3.1% | +3.5% | +1.8% |
| 30D | +2.9% | -2.3% | +5.2% | +3.9% |
| 3M | +18.2% | -3.3% | +21.5% | +19.6% |
| 6M | -9.5% | +15.4% | -24.9% | -16.4% |
| YTD | -18.7% | +26.7% | -45.4% | -29.1% |
| 1Y | -10.1% | +29.0% | -39.1% | -22.6% |
| 3Y | +168.3% | +89.0% | +79.4% | +85.2% |
| All | +607.3% | +159.5% | +447.8% | +281.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling