-30.4%
CEG vs W
+3.9%
-34.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.4% |
| 7D | -4.7% | -3.6% | -1.1% | -4.5% |
| 30D | -16.6% | +7.0% | -23.5% | -17.3% |
| 3M | -4.1% | +7.4% | -11.5% | -5.1% |
| 6M | -22.3% | +69.3% | -91.6% | -30.3% |
| YTD | -28.9% | +11.3% | -40.2% | -29.6% |
| All | -30.4% | +3.9% | -34.3% | -31.2% |
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