-33.7%
CEG vs SW
+25.8%
-59.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | -9.4% | +4.7% | -14.1% | -10.1% |
| 30D | -20.2% | +5.0% | -25.2% | -20.9% |
| 3M | -9.5% | -7.3% | -2.1% | -8.6% |
| 6M | -25.0% | +15.0% | -40.0% | -27.1% |
| YTD | -31.9% | +18.5% | -50.4% | -34.5% |
| 1Y | -33.7% | +27.1% | -60.8% | -36.7% |
| All | -33.7% | +25.8% | -59.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling