+593.1%
CEG vs WY
-36.0%
+629.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.3% |
| 7D | +12.1% | -0.8% | +12.9% | +12.4% |
| 30D | +0.2% | +10.1% | -9.9% | -3.4% |
| 3M | +0.7% | -15.4% | +16.1% | +6.1% |
| 6M | +2.2% | -8.3% | +10.6% | +4.3% |
| YTD | -20.3% | -9.8% | -10.5% | -18.5% |
| 1Y | -16.1% | -3.9% | -12.2% | -16.3% |
| 3Y | +134.7% | -23.3% | +158.0% | +145.4% |
| All | +593.1% | -36.0% | +629.1% | +722.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling