+507.8%
CEG vs SW
-1.1%
+508.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.1% | -10.8% | -7.2% |
| 7D | -4.8% | +12.1% | -16.8% | -6.2% |
| 30D | -8.2% | +6.6% | -14.7% | -9.0% |
| 3M | -7.9% | -6.0% | -1.9% | -7.3% |
| 6M | -23.2% | +21.5% | -44.7% | -25.5% |
| YTD | -30.1% | +20.3% | -50.5% | -32.4% |
| 1Y | -31.9% | +28.1% | -60.0% | -34.7% |
| 3Y | +114.0% | +51.6% | +62.4% | +103.9% |
| All | +507.8% | -1.1% | +508.9% | +510.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling