+162.1%
EWY vs CEG
+681.8%
-519.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.5% | -3.7% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | +9.3% | +2.9% | +6.4% | +8.8% |
| 3M | +2.4% | +18.2% | -15.8% | -0.5% |
| 6M | +40.3% | -9.5% | +49.8% | +42.1% |
| YTD | +88.0% | -18.7% | +106.7% | +92.9% |
| 1Y | +143.8% | -10.1% | +154.0% | +145.6% |
| 3Y | +217.8% | +168.3% | +49.4% | +150.8% |
| All | +162.1% | +681.8% | -519.7% | +88.8% |
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