+639.5%
CEG vs WY
-29.2%
+668.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.0% | +4.6% |
| 7D | +8.0% | -1.7% | +9.8% | +8.7% |
| 30D | +12.9% | -10.1% | +23.0% | +17.1% |
| 3M | +13.2% | -5.1% | +18.3% | +14.8% |
| 6M | -7.0% | -4.8% | -2.2% | -5.8% |
| YTD | -15.0% | -0.2% | -14.8% | -15.5% |
| 1Y | -2.7% | -6.6% | +3.9% | -1.3% |
| 3Y | +184.1% | -22.7% | +206.8% | +203.6% |
| All | +639.5% | -29.2% | +668.7% | +752.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling