-2.7%
CEG vs WAT
+41.4%
-44.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +4.9% |
| 7D | +8.0% | -1.3% | +9.3% | +8.1% |
| 30D | +12.9% | +2.3% | +10.6% | +12.9% |
| 3M | +13.2% | +8.7% | +4.4% | +12.9% |
| 6M | -7.0% | +28.3% | -35.3% | -7.6% |
| YTD | -15.0% | +7.8% | -22.8% | -16.0% |
| 1Y | -2.7% | +36.6% | -39.3% | -5.3% |
| All | -2.7% | +41.4% | -44.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling