+134.7%
CEG vs WY
-23.6%
+158.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +12.1% | -0.8% | +12.9% | +12.2% |
| 30D | +0.2% | +10.1% | -9.9% | -1.6% |
| 3M | +0.7% | -15.4% | +16.1% | +3.8% |
| 6M | +2.2% | -8.3% | +10.6% | +3.8% |
| YTD | -20.3% | -9.8% | -10.5% | -19.0% |
| 1Y | -16.1% | -3.9% | -12.2% | -15.5% |
| 3Y | +134.7% | -23.3% | +158.0% | +134.7% |
| All | +134.7% | -23.6% | +158.3% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling