+593.1%
CEG vs WCN
+61.1%
+532.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +12.1% | +2.6% | +9.5% | +11.5% |
| 30D | +0.2% | +23.9% | -23.7% | -5.7% |
| 3M | +0.7% | +17.4% | -16.7% | -3.7% |
| 6M | +2.2% | +28.0% | -25.8% | -5.8% |
| YTD | -20.3% | +11.6% | -31.9% | -22.8% |
| 1Y | -16.1% | +16.9% | -32.9% | -20.4% |
| 3Y | +134.7% | +51.6% | +83.1% | +88.5% |
| All | +593.1% | +61.1% | +532.0% | +422.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling