+626.9%
CEG vs EWZ
+75.5%
+551.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +8.8% | +8.2% | +0.7% | +5.4% |
| 3M | +17.0% | +13.3% | +3.7% | +11.1% |
| 6M | -8.7% | +3.6% | -12.3% | -10.1% |
| YTD | -16.4% | +21.0% | -37.4% | -22.5% |
| 1Y | -1.8% | +34.7% | -36.4% | -12.7% |
| 3Y | +175.8% | +48.3% | +127.5% | +132.9% |
| All | +626.9% | +75.5% | +551.5% | +479.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling