-23.1%
CEG vs W
+8.7%
-31.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.6% | +5.9% | +10.0% |
| 7D | +7.3% | +3.3% | +4.0% | +6.9% |
| 30D | -7.4% | +10.5% | -17.9% | -8.4% |
| 3M | +2.5% | +9.6% | -7.2% | +1.2% |
| 6M | -8.8% | +76.4% | -85.2% | -18.4% |
| YTD | -21.5% | +16.4% | -37.9% | -22.5% |
| All | -23.1% | +8.7% | -31.8% | -24.3% |
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