+598.5%
CEG vs EWZ
+46.5%
+552.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +3.5% |
| 7D | +17.8% | +0.1% | +17.8% | +17.9% |
| 30D | -4.5% | -25.9% | +21.3% | +5.2% |
| 3M | +1.5% | -6.1% | +7.6% | +1.5% |
| 6M | -3.5% | -16.1% | +12.6% | +0.9% |
| YTD | -19.7% | +1.0% | -20.7% | -22.0% |
| 1Y | -19.8% | 0.0% | -19.7% | -21.8% |
| 3Y | +136.4% | +16.8% | +119.6% | +113.8% |
| All | +598.5% | +46.5% | +552.0% | +483.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling