+91.0%
EEM vs CEG
+181.7%
-90.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.1% | +6.7% | -3.6% | +2.3% |
| 30D | +4.9% | +11.0% | -6.1% | +3.6% |
| 3M | +5.2% | +19.5% | -14.3% | +3.0% |
| 6M | +20.7% | -5.9% | +26.6% | +20.8% |
| YTD | +26.5% | -15.0% | +41.4% | +27.4% |
| 1Y | +37.8% | +0.6% | +37.2% | +36.4% |
| 3Y | +91.0% | +180.6% | -89.6% | +60.0% |
| All | +91.0% | +181.7% | -90.7% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling