+598.5%
CEG vs TW
+46.8%
+551.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.6% |
| 7D | +17.8% | +3.2% | +14.6% | +17.1% |
| 30D | -4.5% | +19.7% | -24.2% | -8.0% |
| 3M | +1.5% | +26.8% | -25.3% | -3.6% |
| 6M | -3.5% | +20.9% | -24.4% | -7.8% |
| YTD | -19.7% | +22.9% | -42.6% | -24.3% |
| 1Y | -19.8% | +20.4% | -40.1% | -23.9% |
| 3Y | +136.4% | +42.9% | +93.5% | +113.3% |
| All | +598.5% | +46.8% | +551.7% | +486.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling