+639.5%
CEG vs EWZ
+74.5%
+565.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.2% |
| 7D | +8.0% | +6.5% | +1.5% | +5.3% |
| 30D | +12.9% | +4.8% | +8.1% | +10.7% |
| 3M | +13.2% | +9.9% | +3.3% | +8.8% |
| 6M | -7.0% | +1.9% | -8.9% | -7.9% |
| YTD | -15.0% | +20.3% | -35.3% | -21.0% |
| 1Y | -2.7% | +35.6% | -38.3% | -13.8% |
| 3Y | +184.1% | +43.4% | +140.6% | +142.7% |
| All | +639.5% | +74.5% | +565.0% | +490.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling