+562.3%
CEG vs WU
-42.2%
+604.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.1% |
| 7D | +1.7% | +11.0% | -9.4% | +0.4% |
| 30D | -10.2% | +13.4% | -23.6% | -11.5% |
| 3M | -0.8% | +2.2% | -3.1% | -1.2% |
| 6M | -11.5% | -18.2% | +6.7% | -9.5% |
| YTD | -23.9% | -18.3% | -5.6% | -22.4% |
| 1Y | -25.4% | -12.2% | -13.2% | -25.0% |
| 3Y | +124.2% | -20.8% | +145.0% | +123.3% |
| All | +562.3% | -42.2% | +604.5% | +614.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling