+639.7%
CEG vs AUR
-3.3%
+642.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.2% |
| 7D | +6.7% | +19.2% | -12.5% | +4.9% |
| 30D | +11.0% | -7.8% | +18.8% | +11.7% |
| 3M | +19.5% | +4.0% | +15.5% | +18.5% |
| 6M | -5.9% | +45.0% | -50.8% | -10.1% |
| YTD | -15.0% | +69.5% | -84.5% | -20.3% |
| 1Y | +0.6% | +13.0% | -12.4% | -2.3% |
| 3Y | +180.6% | +90.4% | +90.3% | +147.2% |
| All | +639.7% | -3.3% | +642.9% | +514.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling