+518.2%
CEG vs IWD
+68.1%
+450.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.7% |
| 7D | -4.7% | -0.5% | -4.3% | -4.6% |
| 30D | -16.6% | +2.7% | -19.2% | -19.4% |
| 3M | -4.1% | +0.9% | -5.0% | -5.5% |
| 6M | -22.3% | +10.5% | -32.9% | -31.2% |
| YTD | -28.9% | +23.7% | -52.6% | -44.9% |
| 1Y | -28.5% | +28.7% | -57.2% | -47.0% |
| 3Y | +104.3% | +79.7% | +24.6% | +5.9% |
| All | +518.2% | +68.1% | +450.1% | +244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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