+134.7%
CEG vs WMB
+121.9%
+12.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | +12.1% | +7.8% | +4.3% | +6.6% |
| 30D | +0.2% | -5.1% | +5.3% | +3.8% |
| 3M | +0.7% | -4.7% | +5.4% | +3.7% |
| 6M | +2.2% | -7.4% | +9.6% | +6.5% |
| YTD | -20.3% | +17.5% | -37.8% | -31.8% |
| 1Y | -16.1% | +19.5% | -35.5% | -29.4% |
| 3Y | +134.7% | +121.3% | +13.4% | +35.1% |
| All | +134.7% | +121.9% | +12.8% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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