+172.3%
EWY vs CEG
+717.5%
-545.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | +8.0% | +6.7% | +1.3% | +6.7% |
| 30D | +14.3% | +11.0% | +3.4% | +12.1% |
| 3M | +2.3% | +19.5% | -17.2% | -0.9% |
| 6M | +49.9% | -5.9% | +55.7% | +50.6% |
| YTD | +95.3% | -15.0% | +110.3% | +98.7% |
| 1Y | +161.7% | +0.6% | +161.1% | +158.7% |
| 3Y | +230.2% | +180.6% | +49.5% | +158.3% |
| All | +172.3% | +717.5% | -545.2% | +94.5% |
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 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