-2.7%
CEG vs WU
-8.3%
+5.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.8% | +4.9% |
| 7D | +8.0% | -0.8% | +8.9% | +8.0% |
| 30D | +12.9% | -1.1% | +14.0% | +12.9% |
| 3M | +13.2% | -3.9% | +17.0% | +12.7% |
| 6M | -7.0% | -20.7% | +13.7% | -7.2% |
| YTD | -15.0% | -18.4% | +3.4% | -15.4% |
| 1Y | -2.7% | -8.1% | +5.3% | -7.3% |
| All | -2.7% | -8.3% | +5.5% | -7.3% |
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