+187.4%
CEG vs W
+39.1%
+148.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +4.4% |
| 7D | +8.0% | -4.2% | +12.2% | +8.8% |
| 30D | +12.9% | -7.6% | +20.5% | +14.4% |
| 3M | +13.2% | +37.2% | -24.0% | +4.5% |
| 6M | -7.0% | +26.3% | -33.3% | -13.5% |
| YTD | -15.0% | -1.0% | -14.0% | -17.4% |
| 1Y | -2.7% | +20.1% | -22.8% | -10.4% |
| All | +187.4% | +39.1% | +148.3% | +115.0% |
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