+598.5%
CEG vs ITW
+31.3%
+567.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.1% |
| 7D | +17.8% | +0.5% | +17.4% | +17.6% |
| 30D | -4.5% | +7.7% | -12.2% | -7.4% |
| 3M | +1.5% | -1.3% | +2.8% | +1.8% |
| 6M | -3.5% | +15.5% | -19.0% | -9.7% |
| YTD | -19.7% | +18.6% | -38.3% | -26.5% |
| 1Y | -19.8% | +19.8% | -39.6% | -27.1% |
| 3Y | +136.4% | +32.5% | +103.9% | +95.9% |
| All | +598.5% | +31.3% | +567.2% | +482.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling