-2.7%
CEG vs WCN
-8.7%
+6.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.0% | +4.7% |
| 7D | +8.0% | -0.6% | +8.7% | +7.9% |
| 30D | +12.9% | +0.4% | +12.5% | +13.0% |
| 3M | +13.2% | +7.3% | +5.8% | +14.2% |
| 6M | -7.0% | -2.5% | -4.5% | -6.7% |
| YTD | -15.0% | -5.4% | -9.6% | -16.2% |
| 1Y | -2.7% | -8.5% | +5.7% | -4.2% |
| All | -2.7% | -8.7% | +6.0% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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