+639.5%
CEG vs TW
+18.4%
+621.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.7% |
| 7D | +8.0% | -2.3% | +10.4% | +8.5% |
| 30D | +12.9% | +3.9% | +9.0% | +11.9% |
| 3M | +13.2% | +5.7% | +7.5% | +11.0% |
| 6M | -7.0% | -14.5% | +7.5% | -3.5% |
| YTD | -15.0% | -0.9% | -14.1% | -16.1% |
| 1Y | -2.7% | -13.5% | +10.8% | +0.4% |
| 3Y | +184.1% | +25.0% | +159.1% | +161.6% |
| All | +639.5% | +18.4% | +621.0% | +550.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling