+593.1%
CEG vs EME
+455.2%
+137.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | +12.1% | +8.4% | +3.7% | +6.6% |
| 30D | +0.2% | -11.5% | +11.7% | +8.4% |
| 3M | +0.7% | -20.6% | +21.3% | +16.5% |
| 6M | +2.2% | -28.5% | +30.7% | +25.0% |
| YTD | -20.3% | +8.0% | -28.3% | -28.6% |
| 1Y | -16.1% | +6.8% | -22.8% | -24.0% |
| 3Y | +134.7% | +213.9% | -79.2% | +15.3% |
| All | +593.1% | +455.2% | +137.9% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling