+604.3%
CEG vs EME
+556.9%
+47.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -3.2% |
| 7D | -4.8% | +3.5% | -8.3% | -7.0% |
| 30D | +2.3% | -6.3% | +8.7% | +6.2% |
| 3M | +15.6% | -3.8% | +19.4% | +16.0% |
| 6M | -5.0% | +8.5% | -13.5% | -13.2% |
| YTD | -19.0% | +27.8% | -46.8% | -35.0% |
| 1Y | -10.0% | +22.2% | -32.2% | -26.7% |
| 3Y | +163.9% | +253.5% | -89.5% | +18.7% |
| All | +604.3% | +556.9% | +47.4% | +111.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling