+492.8%
CEG vs WM
+67.3%
+425.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.6% | -2.7% |
| 7D | -9.4% | +4.5% | -13.9% | -10.3% |
| 30D | -20.2% | +16.1% | -36.3% | -23.3% |
| 3M | -9.5% | +8.0% | -17.5% | -11.4% |
| 6M | -25.0% | +8.4% | -33.4% | -27.0% |
| YTD | -31.9% | +11.2% | -43.1% | -34.6% |
| 1Y | -33.7% | +22.3% | -56.0% | -38.8% |
| 3Y | +108.7% | +50.2% | +58.4% | +68.5% |
| All | +492.8% | +67.3% | +425.5% | +349.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling