-25.0%
CEG vs WM
+7.2%
-32.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.6% | -1.8% |
| 7D | -9.4% | +4.5% | -13.9% | -6.9% |
| 30D | -20.2% | +16.1% | -36.3% | -12.8% |
| 3M | -9.5% | +8.0% | -17.5% | -4.9% |
| 6M | -25.0% | +8.4% | -33.4% | -21.2% |
| All | -25.0% | +7.2% | -32.1% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling