+626.9%
CEG vs WTW
+46.8%
+580.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.2% |
| 7D | +1.3% | -7.1% | +8.4% | +2.5% |
| 30D | +8.8% | -8.5% | +17.4% | +10.3% |
| 3M | +17.0% | +20.6% | -3.6% | +12.9% |
| 6M | -8.7% | +7.2% | -15.9% | -10.2% |
| YTD | -16.4% | -3.9% | -12.6% | -15.8% |
| 1Y | -1.8% | -3.6% | +1.8% | -1.5% |
| 3Y | +175.8% | +60.7% | +115.1% | +117.7% |
| All | +626.9% | +46.8% | +580.2% | +482.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling