-21.4%
CEG vs EWZ
+1.4%
-22.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | +11.8% | +0.6% | +11.2% | +11.7% |
| 30D | -6.5% | -25.5% | +19.0% | +2.1% |
| 3M | -1.2% | -4.5% | +3.4% | -4.9% |
| 6M | -8.0% | -15.3% | +7.2% | -6.2% |
| YTD | -21.9% | +3.1% | -25.0% | -27.6% |
| 1Y | -21.4% | +1.2% | -22.7% | -26.9% |
| All | -21.4% | +1.4% | -22.8% | -26.9% |
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 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