-28.5%
CEG vs WM
+20.0%
-48.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +3.5% |
| 7D | -4.7% | +1.2% | -5.9% | -4.2% |
| 30D | -16.6% | +13.1% | -29.6% | -13.0% |
| 3M | -4.1% | +3.6% | -7.7% | -2.4% |
| 6M | -22.3% | +8.1% | -30.4% | -20.1% |
| YTD | -28.9% | +8.9% | -37.8% | -26.5% |
| 1Y | -28.5% | +20.3% | -48.8% | -24.4% |
| All | -28.5% | +20.0% | -48.5% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling