+593.1%
CEG vs UL
+41.4%
+551.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.7% |
| 7D | +12.1% | +1.1% | +11.0% | +12.2% |
| 30D | +0.2% | +4.5% | -4.3% | +0.7% |
| 3M | +0.7% | +6.5% | -5.8% | +1.3% |
| 6M | +2.2% | +18.2% | -15.9% | +3.4% |
| YTD | -20.3% | +4.7% | -25.0% | -20.2% |
| 1Y | -16.1% | +0.8% | -16.8% | -16.2% |
| 3Y | +134.7% | +35.9% | +98.8% | +134.5% |
| All | +593.1% | +41.4% | +551.7% | +574.1% |
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