+104.3%
CEG vs WING
-19.7%
+124.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.5% |
| 7D | -4.7% | +9.0% | -13.8% | -6.2% |
| 30D | -16.6% | +39.9% | -56.5% | -21.3% |
| 3M | -4.1% | +40.4% | -44.5% | -10.1% |
| 6M | -22.3% | +12.9% | -35.2% | -25.2% |
| YTD | -28.9% | -31.1% | +2.1% | -26.3% |
| 1Y | -28.5% | -32.7% | +4.3% | -25.7% |
| 3Y | +104.3% | -19.8% | +124.1% | +92.5% |
| All | +104.3% | -19.7% | +124.0% | +92.5% |
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