-7.0%
CEG vs EWZ
+2.0%
-9.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.3% |
| 7D | +8.0% | +6.5% | +1.5% | +4.1% |
| 30D | +12.9% | +4.8% | +8.1% | +9.8% |
| 3M | +13.2% | +9.9% | +3.3% | +6.6% |
| 6M | -7.0% | +1.9% | -8.9% | -7.8% |
| All | -7.0% | +2.0% | -9.0% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling