-31.9%
CEG vs EWZ
+7.8%
-39.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.6% | -8.4% | -7.2% |
| 7D | -4.8% | -4.1% | -0.7% | -3.6% |
| 30D | -8.2% | -25.0% | +16.8% | -0.4% |
| 3M | -7.9% | -10.6% | +2.7% | -8.5% |
| 6M | -23.2% | -16.6% | -6.6% | -21.3% |
| YTD | -30.1% | +2.5% | -32.6% | -34.6% |
| 1Y | -31.9% | +8.1% | -40.0% | -38.0% |
| All | -31.9% | +7.8% | -39.7% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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