+639.7%
CEG vs WU
-43.7%
+683.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.3% |
| 7D | +6.7% | -0.8% | +7.5% | +6.8% |
| 30D | +11.0% | -1.1% | +12.1% | +11.1% |
| 3M | +19.5% | -1.8% | +21.3% | +18.8% |
| 6M | -5.9% | -23.9% | +18.1% | -2.8% |
| YTD | -15.0% | -20.4% | +5.4% | -13.0% |
| 1Y | +0.6% | -10.6% | +11.2% | +0.4% |
| 3Y | +180.6% | -27.7% | +208.4% | +184.5% |
| All | +639.7% | -43.7% | +683.4% | +700.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling