+172.4%
CEG vs AUR
+86.2%
+86.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +1.3% | +11.1% | -9.8% | +0.2% |
| 30D | +8.8% | -6.9% | +15.7% | +9.5% |
| 3M | +17.0% | +5.5% | +11.5% | +15.8% |
| 6M | -8.7% | +41.0% | -49.7% | -12.9% |
| YTD | -16.4% | +69.3% | -85.7% | -22.0% |
| 1Y | -1.8% | +14.0% | -15.8% | -5.0% |
| All | +172.4% | +86.2% | +86.2% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling