+607.3%
CEG vs AUR
-5.9%
+613.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.5% |
| 7D | +0.3% | +0.2% | +0.2% | +0.3% |
| 30D | +2.9% | -8.9% | +11.8% | +3.7% |
| 3M | +18.2% | +4.6% | +13.6% | +17.2% |
| 6M | -9.5% | +44.9% | -54.4% | -13.6% |
| YTD | -18.7% | +64.8% | -83.5% | -23.5% |
| 1Y | -10.1% | +16.4% | -26.5% | -12.9% |
| 3Y | +168.3% | +85.1% | +83.3% | +137.0% |
| All | +607.3% | -5.9% | +613.3% | +489.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling