-31.9%
CEG vs UL
+1.7%
-33.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.3% | -10.0% | -6.4% |
| 7D | -4.8% | +4.7% | -9.4% | -4.4% |
| 30D | -8.2% | +11.6% | -19.8% | -7.8% |
| 3M | -7.9% | +5.3% | -13.2% | -7.5% |
| 6M | -23.2% | +16.0% | -39.3% | -23.6% |
| YTD | -30.1% | +5.0% | -35.1% | -31.1% |
| 1Y | -31.9% | +1.1% | -33.0% | -33.4% |
| All | -31.9% | +1.7% | -33.6% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling