+639.5%
CEG vs GWW
+170.3%
+469.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.5% |
| 7D | +8.0% | +1.4% | +6.6% | +7.3% |
| 30D | +12.9% | +3.3% | +9.7% | +11.2% |
| 3M | +13.2% | +2.9% | +10.2% | +11.3% |
| 6M | -7.0% | +15.8% | -22.8% | -14.0% |
| YTD | -15.0% | +32.0% | -47.0% | -27.2% |
| 1Y | -2.7% | +29.9% | -32.6% | -16.2% |
| 3Y | +184.1% | +91.1% | +93.0% | +95.6% |
| All | +639.5% | +170.3% | +469.1% | +291.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling