+582.9%
CEG vs WAT
+45.8%
+537.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.2% | +6.3% | +9.6% |
| 7D | +7.3% | +6.0% | +1.3% | +6.1% |
| 30D | -7.4% | +9.9% | -17.3% | -9.1% |
| 3M | +2.5% | +17.2% | -14.7% | -0.8% |
| 6M | -8.8% | +34.2% | -43.0% | -14.3% |
| YTD | -21.5% | +25.5% | -47.0% | -25.8% |
| 1Y | -22.5% | +28.3% | -50.8% | -27.2% |
| 3Y | +133.3% | +88.4% | +45.0% | +90.0% |
| All | +582.9% | +45.8% | +537.1% | +496.0% |
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