+53.5%
EEM vs CEG
+703.5%
-649.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | +2.0% | +1.3% | +0.6% | +1.8% |
| 30D | +5.1% | +8.8% | -3.8% | +3.9% |
| 3M | +4.6% | +17.0% | -12.4% | +2.5% |
| 6M | +17.8% | -8.7% | +26.5% | +18.4% |
| YTD | +25.8% | -16.4% | +42.3% | +27.4% |
| 1Y | +36.4% | -1.8% | +38.1% | +35.2% |
| 3Y | +90.0% | +175.8% | -85.8% | +57.0% |
| All | +53.5% | +703.5% | -649.9% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling