+582.9%
CEG vs WWD
+192.6%
+390.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.9% | +5.5% | +8.2% |
| 7D | +7.3% | +4.2% | +3.1% | +5.5% |
| 30D | -7.4% | -0.8% | -6.6% | -7.0% |
| 3M | +2.5% | -8.2% | +10.6% | +6.4% |
| 6M | -8.8% | -9.8% | +1.1% | -5.2% |
| YTD | -21.5% | +10.4% | -31.9% | -27.2% |
| 1Y | -22.5% | +25.5% | -48.0% | -33.1% |
| 3Y | +133.3% | +155.8% | -22.5% | +47.2% |
| All | +582.9% | +192.6% | +390.3% | +295.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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