+134.7%
CEG vs WELL
+204.0%
-69.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +12.1% | +0.1% | +12.0% | +12.1% |
| 30D | +0.2% | +5.7% | -5.4% | -1.1% |
| 3M | +0.7% | +4.6% | -3.9% | -0.5% |
| 6M | +2.2% | +11.9% | -9.6% | -1.1% |
| YTD | -20.3% | +33.6% | -53.9% | -26.2% |
| 1Y | -16.1% | +29.8% | -45.8% | -21.9% |
| 3Y | +134.7% | +202.2% | -67.5% | +62.1% |
| All | +134.7% | +204.0% | -69.4% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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