+104.3%
CEG vs HWM
+330.6%
-226.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.0% |
| 7D | -4.7% | +3.3% | -8.0% | -6.6% |
| 30D | -16.6% | -7.6% | -9.0% | -13.3% |
| 3M | -4.1% | -28.9% | +24.8% | +14.0% |
| 6M | -22.3% | -19.7% | -2.7% | -14.7% |
| YTD | -28.9% | +0.5% | -29.5% | -32.9% |
| 1Y | -28.5% | +0.3% | -28.7% | -32.4% |
| 3Y | +104.3% | +325.8% | -221.6% | -4.3% |
| All | +104.3% | +330.6% | -226.3% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling