+134.7%
CEG vs WING
-23.4%
+158.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +12.1% | -2.5% | +14.6% | +12.6% |
| 30D | +0.2% | +29.5% | -29.3% | -4.2% |
| 3M | +0.7% | +40.2% | -39.5% | -5.4% |
| 6M | +2.2% | +32.7% | -30.5% | -4.4% |
| YTD | -20.3% | -32.8% | +12.5% | -17.0% |
| 1Y | -16.1% | -31.7% | +15.6% | -13.3% |
| 3Y | +134.7% | -24.7% | +159.4% | +145.6% |
| All | +134.7% | -23.4% | +158.1% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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