+518.2%
CEG vs WM
+63.8%
+454.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.7% |
| 7D | -4.7% | +1.2% | -5.9% | -5.1% |
| 30D | -16.6% | +13.1% | -29.6% | -19.3% |
| 3M | -4.1% | +3.6% | -7.7% | -5.2% |
| 6M | -22.3% | +8.1% | -30.4% | -24.6% |
| YTD | -28.9% | +8.9% | -37.8% | -31.5% |
| 1Y | -28.5% | +20.3% | -48.8% | -33.9% |
| 3Y | +104.3% | +46.2% | +58.1% | +66.3% |
| All | +518.2% | +63.8% | +454.4% | +371.1% |
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