+518.2%
CEG vs U
-53.6%
+571.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +3.7% |
| 7D | -4.7% | +36.6% | -41.3% | -8.1% |
| 30D | -16.6% | +13.3% | -29.9% | -17.9% |
| 3M | -4.1% | +26.2% | -30.3% | -6.8% |
| 6M | -22.3% | +88.7% | -111.1% | -28.2% |
| YTD | -28.9% | +16.6% | -45.5% | -31.7% |
| 1Y | -28.5% | +29.0% | -57.4% | -32.1% |
| 3Y | +104.3% | +99.5% | +4.8% | +78.2% |
| All | +518.2% | -53.6% | +571.9% | +444.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling