+187.4%
CEG vs WING
-29.7%
+217.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.0% |
| 7D | +8.0% | -3.9% | +11.9% | +8.7% |
| 30D | +12.9% | -11.6% | +24.5% | +14.9% |
| 3M | +13.2% | -24.2% | +37.4% | +17.3% |
| 6M | -7.0% | -54.1% | +47.1% | +5.0% |
| YTD | -15.0% | -53.9% | +38.9% | -5.4% |
| 1Y | -2.7% | -64.4% | +61.6% | +14.2% |
| All | +187.4% | -29.7% | +217.0% | +195.3% |
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