+133.3%
CEG vs WU
-21.7%
+155.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.3% | +10.7% | +10.5% |
| 7D | +7.3% | +9.1% | -1.7% | +7.2% |
| 30D | -7.4% | +12.1% | -19.5% | -7.6% |
| 3M | +2.5% | +0.3% | +2.1% | +2.6% |
| 6M | -8.8% | -19.1% | +10.4% | -7.8% |
| YTD | -21.5% | -19.2% | -2.3% | -20.8% |
| 1Y | -22.5% | -15.3% | -7.3% | -22.2% |
| 3Y | +133.3% | -21.3% | +154.6% | +123.7% |
| All | +133.3% | -21.7% | +155.0% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling