+607.3%
CEG vs WTW
+47.5%
+559.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | +0.3% | -7.8% | +8.1% | +1.6% |
| 30D | +2.9% | -7.9% | +10.8% | +4.2% |
| 3M | +18.2% | +19.9% | -1.7% | +14.2% |
| 6M | -9.5% | +9.8% | -19.3% | -11.5% |
| YTD | -18.7% | -3.3% | -15.3% | -18.2% |
| 1Y | -10.1% | -3.3% | -6.8% | -9.9% |
| 3Y | +168.3% | +61.5% | +106.8% | +111.6% |
| All | +607.3% | +47.5% | +559.8% | +466.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling