+639.5%
CEG vs ITW
+22.9%
+616.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.4% | +5.1% |
| 7D | +8.0% | -3.6% | +11.6% | +9.5% |
| 30D | +12.9% | -9.1% | +22.1% | +17.3% |
| 3M | +13.2% | +8.2% | +4.9% | +8.8% |
| 6M | -7.0% | -4.8% | -2.2% | -5.8% |
| YTD | -15.0% | +11.0% | -26.0% | -19.9% |
| 1Y | -2.7% | +4.2% | -7.0% | -6.0% |
| 3Y | +184.1% | +17.3% | +166.8% | +150.4% |
| All | +639.5% | +22.9% | +616.6% | +534.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling