-31.9%
CEG vs WU
-18.0%
-13.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.4% | -12.2% | -6.2% |
| 7D | -4.8% | +8.2% | -13.0% | -4.0% |
| 30D | -8.2% | +8.0% | -16.2% | -7.5% |
| 3M | -7.9% | -6.6% | -1.3% | -8.1% |
| 6M | -23.2% | -23.3% | 0.0% | -25.5% |
| YTD | -30.1% | -22.4% | -7.7% | -31.8% |
| 1Y | -31.9% | -18.0% | -13.9% | -32.0% |
| All | -31.9% | -18.0% | -13.9% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling