+598.5%
CEG vs HWM
+559.2%
+39.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +17.8% | +11.1% | +6.7% | +11.5% |
| 30D | -4.5% | +3.0% | -7.5% | -6.4% |
| 3M | +1.5% | -20.7% | +22.2% | +13.5% |
| 6M | -3.5% | -17.2% | +13.7% | +4.9% |
| YTD | -19.7% | +9.1% | -28.8% | -26.6% |
| 1Y | -19.8% | +9.0% | -28.8% | -26.6% |
| 3Y | +136.4% | +353.8% | -217.4% | +2.8% |
| All | +598.5% | +559.2% | +39.3% | +146.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling