+562.3%
CEG vs UL
+40.8%
+521.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | +1.7% | +2.6% | -0.9% | +1.9% |
| 30D | -10.2% | +6.8% | -16.9% | -9.7% |
| 3M | -0.8% | +5.7% | -6.6% | -0.3% |
| 6M | -11.5% | +15.9% | -27.4% | -10.7% |
| YTD | -23.9% | +4.3% | -28.1% | -23.8% |
| 1Y | -25.4% | -0.4% | -25.0% | -25.6% |
| 3Y | +124.2% | +35.0% | +89.2% | +123.9% |
| All | +562.3% | +40.8% | +521.5% | +543.9% |
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