+607.3%
CEG vs WY
-32.4%
+639.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.8% |
| 7D | +0.3% | -3.7% | +4.0% | +1.7% |
| 30D | +2.9% | -11.3% | +14.2% | +7.2% |
| 3M | +18.2% | -8.1% | +26.3% | +21.2% |
| 6M | -9.5% | -7.4% | -2.1% | -7.4% |
| YTD | -18.7% | -4.7% | -14.0% | -17.9% |
| 1Y | -10.1% | -9.2% | -0.9% | -7.9% |
| 3Y | +168.3% | -24.7% | +193.0% | +188.2% |
| All | +607.3% | -32.4% | +639.7% | +728.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling