+598.5%
CEG vs U
-54.8%
+653.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.7% |
| 7D | +17.8% | +2.8% | +15.0% | +17.5% |
| 30D | -4.5% | +7.6% | -12.1% | -5.5% |
| 3M | +1.5% | +12.7% | -11.2% | -0.2% |
| 6M | -3.5% | +87.0% | -90.5% | -10.7% |
| YTD | -19.7% | +13.6% | -33.3% | -22.7% |
| 1Y | -19.8% | +25.3% | -45.1% | -23.6% |
| 3Y | +136.4% | +85.8% | +50.6% | +107.7% |
| All | +598.5% | -54.8% | +653.3% | +516.4% |
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