+180.6%
CEG vs EWZ
+50.2%
+130.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.9% |
| 7D | +6.7% | +5.6% | +1.1% | +4.1% |
| 30D | +11.0% | +9.3% | +1.7% | +6.5% |
| 3M | +19.5% | +15.7% | +3.8% | +11.6% |
| 6M | -5.9% | +7.4% | -13.3% | -8.9% |
| YTD | -15.0% | +22.7% | -37.7% | -22.3% |
| 1Y | +0.6% | +36.4% | -35.8% | -12.3% |
| 3Y | +180.6% | +50.4% | +130.2% | +125.4% |
| All | +180.6% | +50.2% | +130.4% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling