+639.5%
CEG vs IWD
+67.6%
+571.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.7% |
| 7D | +8.0% | -0.3% | +8.3% | +8.3% |
| 30D | +12.9% | +0.6% | +12.4% | +12.1% |
| 3M | +13.2% | +7.2% | +5.9% | +4.1% |
| 6M | -7.0% | +16.2% | -23.2% | -22.1% |
| YTD | -15.0% | +23.3% | -38.3% | -33.6% |
| 1Y | -2.7% | +29.6% | -32.3% | -28.3% |
| 3Y | +184.1% | +70.5% | +113.6% | +56.2% |
| All | +639.5% | +67.6% | +571.8% | +314.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling