-2.7%
CEG vs HWM
+48.6%
-51.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.3% | +5.1% |
| 7D | +8.0% | -2.1% | +10.1% | +8.8% |
| 30D | +12.9% | -11.0% | +23.9% | +18.6% |
| 3M | +13.2% | +4.0% | +9.1% | +9.5% |
| 6M | -7.0% | -0.2% | -6.8% | -7.8% |
| YTD | -15.0% | +26.7% | -41.6% | -29.3% |
| 1Y | -2.7% | +44.7% | -47.4% | -23.7% |
| All | -2.7% | +48.6% | -51.3% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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