+593.0%
CEG vs WM
+69.1%
+524.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +12.1% | +3.2% | +8.9% | +11.4% |
| 30D | +0.2% | +13.0% | -12.8% | -2.8% |
| 3M | +0.7% | +9.2% | -8.5% | -1.6% |
| 6M | +2.2% | +13.6% | -11.4% | -2.0% |
| YTD | -20.3% | +12.4% | -32.7% | -23.7% |
| 1Y | -16.1% | +21.2% | -37.3% | -22.1% |
| 3Y | +134.7% | +48.7% | +86.0% | +91.4% |
| All | +593.0% | +69.1% | +524.0% | +424.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling