-7.0%
CEG vs U
+109.1%
-116.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +4.9% |
| 7D | +8.0% | -3.8% | +11.8% | +8.3% |
| 30D | +12.9% | +17.5% | -4.5% | +11.5% |
| 3M | +13.2% | +38.7% | -25.6% | +9.7% |
| 6M | -7.0% | +104.4% | -111.4% | -17.3% |
| All | -7.0% | +109.1% | -116.1% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling