+180.8%
CEG vs WWD
+170.0%
+10.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.3% |
| 7D | +8.0% | +1.3% | +6.7% | +7.3% |
| 30D | +12.9% | -7.2% | +20.1% | +17.1% |
| 3M | +13.2% | -3.8% | +17.0% | +14.0% |
| 6M | -7.0% | -9.9% | +2.9% | -3.7% |
| YTD | -15.0% | +14.8% | -29.8% | -24.9% |
| 1Y | -2.7% | +42.1% | -44.8% | -26.5% |
| All | +180.8% | +170.0% | +10.8% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling