+639.5%
CEG vs WBD
-5.5%
+644.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.9% |
| 7D | +8.0% | -1.8% | +9.8% | +8.3% |
| 30D | +12.9% | +8.8% | +4.2% | +11.7% |
| 3M | +13.2% | +4.6% | +8.5% | +12.4% |
| 6M | -7.0% | +1.1% | -8.1% | -7.2% |
| YTD | -15.0% | -2.0% | -13.0% | -14.8% |
| 1Y | -2.7% | +140.0% | -142.7% | -14.9% |
| 3Y | +184.1% | +144.4% | +39.7% | +140.4% |
| All | +639.5% | -5.5% | +644.9% | +574.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling