-2.7%
CEG vs EWZ
+36.3%
-39.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.2% |
| 7D | +8.0% | +6.5% | +1.5% | +4.6% |
| 30D | +12.9% | +4.8% | +8.1% | +10.2% |
| 3M | +13.2% | +9.9% | +3.3% | +7.6% |
| 6M | -7.0% | +1.9% | -8.9% | -8.2% |
| YTD | -15.0% | +20.3% | -35.3% | -21.4% |
| 1Y | -2.7% | +35.6% | -38.3% | -10.6% |
| All | -2.7% | +36.3% | -39.0% | -10.6% |
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