-31.9%
CEG vs WY
+0.3%
-32.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.6% | -12.3% | -7.1% |
| 7D | -4.8% | +13.3% | -18.1% | -6.2% |
| 30D | -8.2% | +17.6% | -25.8% | -10.3% |
| 3M | -7.9% | -15.0% | +7.1% | -3.8% |
| 6M | -23.2% | -5.9% | -17.3% | -21.5% |
| YTD | -30.1% | -5.7% | -24.4% | -27.9% |
| 1Y | -31.9% | -0.2% | -31.7% | -27.5% |
| All | -31.9% | +0.3% | -32.2% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling