+639.7%
CEG vs W
-37.1%
+676.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +6.7% | +6.5% | +0.2% | +5.8% |
| 30D | +11.0% | -6.2% | +17.2% | +11.9% |
| 3M | +19.5% | +48.9% | -29.4% | +11.3% |
| 6M | -5.9% | +31.2% | -37.0% | -11.2% |
| YTD | -15.0% | -0.4% | -14.5% | -16.9% |
| 1Y | +0.6% | +14.8% | -14.2% | -4.5% |
| 3Y | +180.6% | +40.5% | +140.1% | +140.2% |
| All | +639.7% | -37.1% | +676.8% | +480.3% |
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 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