+518.2%
CEG vs WAT
+39.9%
+478.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.1% |
| 7D | -4.7% | -1.1% | -3.6% | -4.5% |
| 30D | -16.6% | +5.0% | -21.5% | -17.4% |
| 3M | -4.1% | +14.5% | -18.6% | -6.8% |
| 6M | -22.3% | +30.9% | -53.2% | -26.7% |
| YTD | -28.9% | +20.5% | -49.4% | -32.2% |
| 1Y | -28.5% | +23.3% | -51.7% | -32.2% |
| 3Y | +104.3% | +81.5% | +22.8% | +67.3% |
| All | +518.2% | +39.9% | +478.3% | +443.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling