-31.9%
CEG vs EMR
+25.6%
-57.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.1% | -7.6% |
| 7D | -4.8% | +1.6% | -6.4% | -5.4% |
| 30D | -8.2% | +5.0% | -13.2% | -9.9% |
| 3M | -7.9% | +7.7% | -15.6% | -10.5% |
| 6M | -23.2% | +26.8% | -50.0% | -29.1% |
| YTD | -30.1% | +29.9% | -60.0% | -38.1% |
| 1Y | -31.9% | +25.7% | -57.6% | -38.3% |
| All | -31.9% | +25.6% | -57.5% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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