+607.3%
CEG vs ITW
+20.6%
+586.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | +0.3% | -2.4% | +2.7% | +1.3% |
| 30D | +2.9% | -9.5% | +12.4% | +7.0% |
| 3M | +18.2% | +6.6% | +11.6% | +14.3% |
| 6M | -9.5% | -1.8% | -7.8% | -9.6% |
| YTD | -18.7% | +9.0% | -27.7% | -22.8% |
| 1Y | -10.1% | +3.6% | -13.7% | -13.1% |
| 3Y | +168.3% | +19.4% | +148.9% | +133.0% |
| All | +607.3% | +20.6% | +586.7% | +511.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling