+626.9%
CEG vs WAT
+23.8%
+603.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +1.3% | -1.8% | +3.1% | +1.7% |
| 30D | +8.8% | -1.7% | +10.5% | +9.2% |
| 3M | +17.0% | +9.1% | +7.9% | +14.7% |
| 6M | -8.7% | +32.4% | -41.2% | -14.4% |
| YTD | -16.4% | +6.6% | -23.0% | -18.3% |
| 1Y | -1.8% | +34.7% | -36.5% | -9.7% |
| 3Y | +175.8% | +53.6% | +122.2% | +134.6% |
| All | +626.9% | +23.8% | +603.2% | +556.2% |
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