+562.3%
CEG vs WAB
+232.2%
+330.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -4.1% |
| 7D | +1.7% | +4.0% | -2.4% | -0.9% |
| 30D | -10.2% | +6.3% | -16.5% | -13.6% |
| 3M | -0.8% | +3.3% | -4.1% | -2.9% |
| 6M | -11.5% | +14.5% | -26.0% | -19.0% |
| YTD | -23.9% | +42.7% | -66.5% | -39.9% |
| 1Y | -25.4% | +45.2% | -70.6% | -41.8% |
| 3Y | +124.2% | +173.8% | -49.6% | +25.6% |
| All | +562.3% | +232.2% | +330.0% | +230.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling