+104.7%
EWY vs CEG
+666.0%
-561.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +4.2% | +12.1% | -7.9% | +1.8% |
| 30D | -10.7% | +0.2% | -10.9% | -10.8% |
| 3M | -20.1% | +0.7% | -20.8% | -20.3% |
| 6M | -24.3% | +2.2% | -26.6% | -24.8% |
| YTD | +46.9% | -20.3% | +67.2% | +50.9% |
| 1Y | +55.2% | -16.1% | +71.3% | +57.8% |
| 3Y | +157.0% | +134.7% | +22.3% | +107.8% |
| All | +104.7% | +666.0% | -561.3% | +47.7% |
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