+593.1%
CEG vs EWZ
+48.5%
+544.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.3% |
| 7D | +12.1% | +0.8% | +11.4% | +11.8% |
| 30D | +0.2% | -24.4% | +24.6% | +9.6% |
| 3M | +0.7% | -4.6% | +5.3% | +0.1% |
| 6M | +2.2% | -11.6% | +13.8% | +4.7% |
| YTD | -20.3% | +2.4% | -22.7% | -23.0% |
| 1Y | -16.1% | +2.1% | -18.2% | -18.8% |
| 3Y | +134.7% | +18.7% | +116.0% | +111.0% |
| All | +593.1% | +48.5% | +544.5% | +476.5% |
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