+134.7%
CEG vs U
+99.9%
+34.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -1.5% |
| 7D | +12.1% | +2.6% | +9.5% | +11.7% |
| 30D | +0.2% | +27.6% | -27.3% | -3.4% |
| 3M | +0.7% | +15.3% | -14.6% | -1.7% |
| 6M | +2.2% | +96.4% | -94.1% | -8.4% |
| YTD | -20.3% | +19.6% | -39.9% | -24.4% |
| 1Y | -16.1% | +42.1% | -58.2% | -22.6% |
| 3Y | +134.7% | +87.5% | +47.1% | +93.1% |
| All | +134.7% | +99.9% | +34.8% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling