+604.3%
CEG vs AUR
-4.5%
+608.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -4.8% | +1.4% | -6.2% | -4.9% |
| 30D | +2.3% | -6.4% | +8.7% | +2.8% |
| 3M | +15.6% | +7.7% | +7.9% | +14.3% |
| 6M | -5.0% | +44.5% | -49.5% | -9.3% |
| YTD | -19.0% | +67.4% | -86.5% | -24.0% |
| 1Y | -10.0% | +15.4% | -25.4% | -12.7% |
| 3Y | +163.9% | +94.8% | +69.1% | +132.1% |
| All | +604.3% | -4.5% | +608.8% | +485.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling