+518.2%
CEG vs EMB
+11.8%
+506.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | -16.6% | +1.3% | -17.9% | -18.0% |
| 3M | -4.1% | -2.2% | -1.9% | -1.3% |
| 6M | -22.3% | -2.3% | -20.0% | -19.9% |
| YTD | -28.9% | -0.6% | -28.3% | -28.0% |
| 1Y | -28.5% | +0.5% | -28.9% | -28.3% |
| 3Y | +104.3% | +29.4% | +74.9% | +59.8% |
| All | +518.2% | +11.8% | +506.4% | +494.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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