+136.5%
CEG vs W
+160.9%
-24.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.4% | +3.2% |
| 7D | +17.8% | -1.7% | +19.5% | +18.2% |
| 30D | -4.5% | +3.2% | -7.8% | -5.4% |
| 3M | +1.5% | +8.3% | -6.8% | -0.6% |
| 6M | -3.5% | +84.3% | -87.8% | -17.0% |
| YTD | -19.7% | +11.0% | -30.7% | -24.1% |
| 1Y | -19.8% | -0.2% | -19.6% | -22.8% |
| All | +136.5% | +160.9% | -24.4% | +63.2% |
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 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