+582.9%
CEG vs U
-53.7%
+636.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.1% | +10.6% | +10.5% |
| 7D | +7.3% | +32.3% | -25.0% | +3.9% |
| 30D | -7.4% | +9.7% | -17.1% | -8.5% |
| 3M | +2.5% | +19.6% | -17.2% | +0.2% |
| 6M | -8.8% | +82.6% | -91.4% | -15.3% |
| YTD | -21.5% | +16.4% | -37.9% | -24.6% |
| 1Y | -22.5% | +28.5% | -51.0% | -26.4% |
| 3Y | +133.3% | +103.8% | +29.6% | +103.3% |
| All | +582.9% | -53.7% | +636.6% | +501.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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