-2.7%
CEG vs W
+25.7%
-28.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +4.6% |
| 7D | +8.0% | -4.2% | +12.2% | +8.4% |
| 30D | +12.9% | -7.6% | +20.5% | +13.7% |
| 3M | +13.2% | +37.2% | -24.0% | +7.7% |
| 6M | -7.0% | +26.3% | -33.3% | -11.5% |
| YTD | -15.0% | -1.0% | -14.0% | -16.4% |
| 1Y | -2.7% | +20.1% | -22.8% | -3.3% |
| All | -2.7% | +25.7% | -28.4% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling