+180.6%
CEG vs TW
+21.9%
+158.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.5% |
| 7D | +6.7% | -3.5% | +10.2% | +7.2% |
| 30D | +11.0% | +0.5% | +10.5% | +10.8% |
| 3M | +19.5% | +4.9% | +14.5% | +17.8% |
| 6M | -5.9% | -17.1% | +11.2% | -1.6% |
| YTD | -15.0% | -3.9% | -11.1% | -15.3% |
| 1Y | +0.6% | -13.3% | +13.9% | +4.2% |
| 3Y | +180.6% | +20.9% | +159.7% | +164.8% |
| All | +180.6% | +21.9% | +158.7% | +164.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling