+626.9%
CEG vs TW
+14.8%
+612.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | +8.8% | -0.6% | +9.5% | +8.9% |
| 3M | +17.0% | +3.4% | +13.6% | +15.3% |
| 6M | -8.7% | -18.4% | +9.7% | -4.2% |
| YTD | -16.4% | -3.9% | -12.5% | -16.9% |
| 1Y | -1.8% | -13.3% | +11.6% | +0.9% |
| 3Y | +175.8% | +20.8% | +155.0% | +155.8% |
| All | +626.9% | +14.8% | +612.1% | +543.2% |
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