+0.6%
CEG vs EMR
+16.0%
-15.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | +6.7% | +3.1% | +3.6% | +5.5% |
| 30D | +11.0% | -3.5% | +14.5% | +12.5% |
| 3M | +19.5% | +9.8% | +9.7% | +15.3% |
| 6M | -5.9% | +10.8% | -16.6% | -8.9% |
| YTD | -15.0% | +15.9% | -30.9% | -22.1% |
| 1Y | +0.6% | +16.4% | -15.8% | -7.4% |
| All | +0.6% | +16.0% | -15.4% | -7.4% |
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