+518.2%
CEG vs WWD
+178.9%
+339.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.4% | +0.9% | +2.7% |
| 7D | -4.7% | +4.2% | -8.9% | -6.6% |
| 30D | -16.6% | -2.1% | -14.4% | -15.8% |
| 3M | -4.1% | -13.2% | +9.1% | +2.0% |
| 6M | -22.3% | -16.9% | -5.4% | -16.3% |
| YTD | -28.9% | +5.2% | -34.2% | -32.7% |
| 1Y | -28.5% | +20.6% | -49.0% | -37.1% |
| 3Y | +104.3% | +146.3% | -42.0% | +31.2% |
| All | +518.2% | +178.9% | +339.4% | +265.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling