+12.2%
EEM vs CEG
-19.9%
+32.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.2% | -2.0% |
| 7D | +5.3% | +17.8% | -12.5% | +1.8% |
| 30D | -7.0% | -4.5% | -2.5% | -6.4% |
| 3M | -8.0% | +1.5% | -9.5% | -8.7% |
| 6M | -6.6% | -3.5% | -3.1% | -7.3% |
| YTD | +12.3% | -19.7% | +32.0% | +12.5% |
| 1Y | +12.2% | -19.8% | +31.9% | +12.2% |
| All | +12.2% | -19.9% | +32.1% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling