+104.3%
CEG vs WM
+47.1%
+57.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.2% |
| 7D | -4.7% | +1.2% | -5.9% | -4.7% |
| 30D | -16.6% | +13.1% | -29.6% | -16.8% |
| 3M | -4.1% | +3.6% | -7.7% | -4.0% |
| 6M | -22.3% | +8.1% | -30.4% | -22.7% |
| YTD | -28.9% | +8.9% | -37.8% | -29.6% |
| 1Y | -28.5% | +20.3% | -48.8% | -30.7% |
| 3Y | +104.3% | +46.2% | +58.1% | +87.2% |
| All | +104.3% | +47.1% | +57.2% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling