+593.1%
CEG vs W
-29.6%
+622.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +12.1% | +0.2% | +11.9% | +12.1% |
| 30D | +0.2% | +6.8% | -6.6% | -1.0% |
| 3M | +0.7% | +10.7% | -10.0% | -1.1% |
| 6M | +2.2% | +86.3% | -84.1% | -8.2% |
| YTD | -20.3% | +11.5% | -31.8% | -23.6% |
| 1Y | -16.1% | +5.1% | -21.2% | -19.1% |
| 3Y | +134.7% | +171.0% | -36.3% | +87.5% |
| All | +593.1% | -29.6% | +622.7% | +433.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling