+626.9%
CEG vs GWW
+161.0%
+465.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +1.3% | -0.5% | +1.8% | +1.5% |
| 30D | +8.8% | -1.4% | +10.3% | +9.4% |
| 3M | +17.0% | -3.6% | +20.6% | +18.6% |
| 6M | -8.7% | +15.1% | -23.8% | -15.6% |
| YTD | -16.4% | +27.5% | -43.9% | -27.3% |
| 1Y | -1.8% | +29.6% | -31.4% | -15.5% |
| 3Y | +175.8% | +90.1% | +85.7% | +89.8% |
| All | +626.9% | +161.0% | +465.9% | +290.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling