-19.8%
CEG vs EME
+2.9%
-22.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | +17.8% | +11.3% | +6.5% | +11.9% |
| 30D | -4.5% | -14.6% | +10.0% | +2.6% |
| 3M | +1.5% | -20.4% | +21.9% | +12.3% |
| 6M | -3.5% | -28.3% | +24.7% | +14.6% |
| YTD | -19.7% | +8.6% | -28.3% | -32.7% |
| 1Y | -19.8% | +3.2% | -23.0% | -28.9% |
| All | -19.8% | +2.9% | -22.7% | -28.9% |
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