+598.5%
CEG vs W
-29.9%
+628.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.4% | +3.1% |
| 7D | +17.8% | -1.7% | +19.5% | +18.1% |
| 30D | -4.5% | +3.2% | -7.8% | -5.2% |
| 3M | +1.5% | +8.3% | -6.8% | -0.1% |
| 6M | -3.5% | +84.3% | -87.8% | -13.2% |
| YTD | -19.7% | +11.0% | -30.7% | -23.0% |
| 1Y | -19.8% | -0.2% | -19.6% | -22.1% |
| 3Y | +136.4% | +157.9% | -21.5% | +89.8% |
| All | +598.5% | -29.9% | +628.4% | +437.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling