-8.0%
CEG vs IWD
+13.2%
-21.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.1% |
| 7D | +11.8% | -0.6% | +12.4% | +11.8% |
| 30D | -6.5% | +3.6% | -10.1% | -10.4% |
| 3M | -1.2% | +2.7% | -3.8% | -4.6% |
| 6M | -8.0% | +13.2% | -21.2% | -26.9% |
| All | -8.0% | +13.2% | -21.3% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling