+639.5%
CEG vs EMR
+73.8%
+565.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.1% | +3.9% |
| 7D | +8.0% | -1.5% | +9.5% | +8.9% |
| 30D | +12.9% | -5.6% | +18.6% | +16.7% |
| 3M | +13.2% | +7.9% | +5.2% | +7.7% |
| 6M | -7.0% | +6.0% | -13.0% | -11.0% |
| YTD | -15.0% | +16.4% | -31.4% | -24.5% |
| 1Y | -2.7% | +16.6% | -19.3% | -13.9% |
| 3Y | +184.1% | +62.9% | +121.2% | +101.3% |
| All | +639.5% | +73.8% | +565.7% | +389.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling