+598.5%
CEG vs GWW
+207.2%
+391.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.3% |
| 7D | +17.8% | +3.7% | +14.1% | +16.0% |
| 30D | -4.5% | +13.6% | -18.1% | -10.1% |
| 3M | +1.5% | +15.4% | -13.9% | -5.3% |
| 6M | -3.5% | +21.8% | -25.3% | -12.5% |
| YTD | -19.7% | +50.0% | -69.8% | -35.3% |
| 1Y | -19.8% | +60.2% | -80.0% | -37.7% |
| 3Y | +136.4% | +94.4% | +42.1% | +63.0% |
| All | +598.5% | +207.2% | +391.3% | +247.6% |
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