+104.3%
CEG vs U
+81.5%
+22.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +3.5% |
| 7D | -4.7% | +36.6% | -41.3% | -9.0% |
| 30D | -16.6% | +13.3% | -29.9% | -18.2% |
| 3M | -4.1% | +26.2% | -30.3% | -7.6% |
| 6M | -22.3% | +88.7% | -111.1% | -30.0% |
| YTD | -28.9% | +16.6% | -45.5% | -32.3% |
| 1Y | -28.5% | +29.0% | -57.4% | -33.0% |
| 3Y | +104.3% | +99.5% | +4.8% | +68.7% |
| All | +104.3% | +81.5% | +22.8% | +68.7% |
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