-2.7%
CEG vs AUR
+11.8%
-14.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +8.0% | +8.7% | -0.7% | +6.7% |
| 30D | +12.9% | -5.2% | +18.2% | +13.6% |
| 3M | +13.2% | -7.3% | +20.5% | +13.6% |
| 6M | -7.0% | +41.2% | -48.2% | -14.2% |
| YTD | -15.0% | +65.1% | -80.1% | -25.1% |
| 1Y | -2.7% | +13.4% | -16.1% | -9.0% |
| All | -2.7% | +11.8% | -14.5% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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