+639.7%
CEG vs KWEB
-23.3%
+663.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +0.4% |
| 7D | +6.7% | -1.3% | +8.0% | +6.9% |
| 30D | +11.0% | -11.5% | +22.5% | +12.7% |
| 3M | +19.5% | -2.9% | +22.4% | +19.8% |
| 6M | -5.9% | -14.6% | +8.8% | -4.1% |
| YTD | -15.0% | -25.5% | +10.5% | -11.8% |
| 1Y | +0.6% | -31.1% | +31.7% | +5.4% |
| 3Y | +180.6% | +3.0% | +177.6% | +178.5% |
| All | +639.7% | -23.3% | +663.0% | +665.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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