+104.3%
CEG vs WELL
+195.0%
-90.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | -4.7% | +4.4% | -9.2% | -5.6% |
| 30D | -16.6% | +10.8% | -27.4% | -18.7% |
| 3M | -4.1% | +4.2% | -8.3% | -5.3% |
| 6M | -22.3% | +14.0% | -36.3% | -25.4% |
| YTD | -28.9% | +33.4% | -62.4% | -34.4% |
| 1Y | -28.5% | +32.4% | -60.9% | -33.9% |
| 3Y | +104.3% | +194.7% | -90.5% | +43.9% |
| All | +104.3% | +195.0% | -90.7% | +43.9% |
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