+104.3%
CEG vs W
+123.5%
-19.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.5% |
| 7D | -4.7% | -3.6% | -1.1% | -4.4% |
| 30D | -16.6% | +7.0% | -23.5% | -17.9% |
| 3M | -4.1% | +7.4% | -11.5% | -6.0% |
| 6M | -22.3% | +69.3% | -91.6% | -32.0% |
| YTD | -28.9% | +11.3% | -40.2% | -32.9% |
| 1Y | -28.5% | +13.2% | -41.7% | -33.0% |
| 3Y | +104.3% | +142.0% | -37.7% | +45.8% |
| All | +104.3% | +123.5% | -19.2% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling