+180.6%
CEG vs WBD
+153.8%
+26.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +6.7% | -0.7% | +7.4% | +6.8% |
| 30D | +11.0% | +5.0% | +6.0% | +10.2% |
| 3M | +19.5% | +6.2% | +13.3% | +18.4% |
| 6M | -5.9% | +0.6% | -6.5% | -6.0% |
| YTD | -15.0% | -2.4% | -12.5% | -14.8% |
| 1Y | +0.6% | +127.7% | -127.1% | -11.8% |
| 3Y | +180.6% | +148.4% | +32.2% | +133.3% |
| All | +180.6% | +153.8% | +26.8% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling