+172.4%
CEG vs WTW
+60.9%
+111.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.9% |
| 7D | +1.3% | -7.1% | +8.4% | +1.0% |
| 30D | +8.8% | -8.5% | +17.4% | +8.4% |
| 3M | +17.0% | +20.6% | -3.6% | +18.1% |
| 6M | -8.7% | +7.2% | -15.9% | -7.8% |
| YTD | -16.4% | -3.9% | -12.6% | -15.2% |
| 1Y | -1.8% | -3.6% | +1.8% | -0.5% |
| All | +172.4% | +60.9% | +111.5% | +156.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling