+164.3%
EWY vs CEG
-3.0%
+167.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.3% | +2.8% |
| 7D | +4.8% | +8.0% | -3.2% | +1.9% |
| 30D | +11.7% | +12.9% | -1.3% | +6.9% |
| 3M | -7.4% | +13.2% | -20.6% | -11.3% |
| 6M | +40.6% | -7.0% | +47.5% | +40.3% |
| YTD | +94.3% | -15.0% | +109.3% | +95.3% |
| 1Y | +164.3% | -2.7% | +167.0% | +159.5% |
| All | +164.3% | -3.0% | +167.3% | +159.5% |
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 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