+187.4%
CEG vs U
+13.4%
+174.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.0% |
| 7D | +8.0% | -3.8% | +11.8% | +8.5% |
| 30D | +12.9% | +17.5% | -4.5% | +10.2% |
| 3M | +13.2% | +38.7% | -25.6% | +7.6% |
| 6M | -7.0% | +104.4% | -111.4% | -17.1% |
| YTD | -15.0% | -5.7% | -9.3% | -16.3% |
| 1Y | -2.7% | +3.7% | -6.4% | -6.2% |
| All | +187.4% | +13.4% | +174.0% | +140.1% |
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