+607.3%
CEG vs UL
+30.6%
+576.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.8% |
| 7D | +0.3% | -4.1% | +4.4% | +0.1% |
| 30D | +2.9% | -1.2% | +4.1% | +2.8% |
| 3M | +18.2% | +6.0% | +12.2% | +18.6% |
| 6M | -9.5% | -5.5% | -4.1% | -10.3% |
| YTD | -18.7% | -3.3% | -15.4% | -19.1% |
| 1Y | -10.1% | -9.8% | -0.3% | -11.0% |
| 3Y | +168.3% | +20.1% | +148.2% | +166.8% |
| All | +607.3% | +30.6% | +576.8% | +583.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling