-28.5%
CEG vs HWM
+0.1%
-28.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.3% |
| 7D | -4.7% | +3.4% | -8.1% | -5.8% |
| 30D | -16.6% | -7.5% | -9.0% | -14.0% |
| 3M | -4.1% | -28.9% | +24.8% | +9.0% |
| 6M | -22.3% | -19.6% | -2.7% | -17.4% |
| YTD | -28.9% | +0.6% | -29.5% | -37.8% |
| 1Y | -28.5% | +0.3% | -28.8% | -37.0% |
| All | -28.5% | +0.1% | -28.6% | -37.0% |
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