+15.2%
CEG vs WETO
-99.4%
+114.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.5% |
| 7D | -4.8% | -4.3% | -0.4% | -4.8% |
| 30D | +2.3% | -39.9% | +42.2% | +3.1% |
| 3M | +15.6% | -97.9% | +113.5% | +13.1% |
| 6M | -5.0% | -95.0% | +90.0% | -5.6% |
| YTD | -19.0% | -97.2% | +78.1% | -20.3% |
| 1Y | -10.0% | -98.9% | +89.0% | -12.4% |
| All | +15.2% | -99.4% | +114.6% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling