+50.2%
EEM vs CEG
+681.8%
-631.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.8% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | +2.4% | +2.9% | -0.5% | +2.0% |
| 3M | +4.2% | +18.2% | -14.0% | +1.9% |
| 6M | +14.8% | -9.5% | +24.3% | +15.6% |
| YTD | +23.1% | -18.7% | +41.8% | +25.1% |
| 1Y | +32.5% | -10.1% | +42.7% | +32.8% |
| 3Y | +85.9% | +168.3% | -82.5% | +54.1% |
| All | +50.2% | +681.8% | -631.6% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 10y: compounded portfolio wealth divided by compounded CEG 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…
10y analysis · Full analysis span regression · 6 months rolling