-10.1%
CEG vs WBD
+130.2%
-140.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.7% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | +2.9% | +4.2% | -1.3% | +2.7% |
| 3M | +18.2% | +7.5% | +10.7% | +17.9% |
| 6M | -9.5% | +1.6% | -11.1% | -9.6% |
| YTD | -18.7% | -2.2% | -16.5% | -18.8% |
| 1Y | -10.1% | +124.9% | -135.0% | -10.2% |
| All | -10.1% | +130.2% | -140.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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