+626.9%
CEG vs EME
+534.7%
+92.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.2% |
| 7D | +1.3% | +2.7% | -1.4% | -0.4% |
| 30D | +8.8% | -6.8% | +15.6% | +13.4% |
| 3M | +17.0% | -8.8% | +25.8% | +21.6% |
| 6M | -8.7% | +5.0% | -13.7% | -14.7% |
| YTD | -16.4% | +23.5% | -39.9% | -31.4% |
| 1Y | -1.8% | +21.3% | -23.1% | -19.7% |
| 3Y | +175.8% | +241.1% | -65.3% | +26.9% |
| All | +626.9% | +534.7% | +92.2% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling