+180.6%
CEG vs WY
-23.0%
+203.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.3% |
| 7D | +6.7% | -2.1% | +8.7% | +7.1% |
| 30D | +11.0% | -10.5% | +21.5% | +13.4% |
| 3M | +19.5% | -4.9% | +24.3% | +20.5% |
| 6M | -5.9% | -4.9% | -0.9% | -5.1% |
| YTD | -15.0% | -1.7% | -13.3% | -14.9% |
| 1Y | +0.6% | -9.4% | +10.0% | +2.5% |
| 3Y | +180.6% | -22.3% | +202.9% | +200.3% |
| All | +180.6% | -23.0% | +203.6% | +200.3% |
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 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