-2.7%
CEG vs EME
+19.7%
-22.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.1% | +4.1% |
| 7D | +8.0% | +1.9% | +6.1% | +7.2% |
| 30D | +12.9% | -8.3% | +21.2% | +17.1% |
| 3M | +13.2% | -10.7% | +23.9% | +19.3% |
| 6M | -7.0% | +1.9% | -8.9% | -9.0% |
| YTD | -15.0% | +23.5% | -38.5% | -27.0% |
| 1Y | -2.7% | +18.0% | -20.7% | -19.9% |
| All | -2.7% | +19.7% | -22.4% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling