+604.3%
CEG vs WTW
+47.6%
+556.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -4.8% | -5.7% | +1.0% | -3.9% |
| 30D | +2.3% | -7.3% | +9.6% | +3.5% |
| 3M | +15.6% | +21.5% | -5.9% | +11.4% |
| 6M | -5.0% | +9.6% | -14.6% | -7.0% |
| YTD | -19.0% | -3.3% | -15.8% | -18.5% |
| 1Y | -10.0% | -6.1% | -3.8% | -8.7% |
| 3Y | +163.9% | +61.8% | +102.1% | +108.0% |
| All | +604.3% | +47.6% | +556.7% | +463.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling