-31.9%
CEG vs WETO
-99.3%
+67.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +11.4% | -18.1% | -6.6% |
| 7D | -4.8% | +3.6% | -8.4% | -4.7% |
| 30D | -8.2% | -17.2% | +9.1% | -8.2% |
| 3M | -7.9% | -83.7% | +75.8% | -8.1% |
| 6M | -23.2% | -98.3% | +75.0% | -24.7% |
| YTD | -30.1% | -99.0% | +68.9% | -35.5% |
| 1Y | -31.9% | -99.4% | +67.5% | -41.9% |
| All | -31.9% | -99.3% | +67.4% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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