+562.3%
CEG vs U
-54.7%
+616.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.8% |
| 7D | +1.7% | +24.4% | -22.7% | -0.9% |
| 30D | -10.2% | +7.4% | -17.5% | -11.0% |
| 3M | -0.8% | +16.8% | -17.6% | -2.8% |
| 6M | -11.5% | +78.8% | -90.3% | -17.7% |
| YTD | -23.9% | +14.0% | -37.8% | -26.7% |
| 1Y | -25.4% | +16.7% | -42.1% | -28.4% |
| 3Y | +124.2% | +86.4% | +37.8% | +96.8% |
| All | +562.3% | -54.7% | +616.9% | +484.2% |
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