+180.8%
CEG vs UL
+26.1%
+154.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +4.9% | +4.9% |
| 7D | +8.0% | -1.3% | +9.4% | +7.8% |
| 30D | +12.9% | +0.5% | +12.5% | +13.0% |
| 3M | +13.2% | +17.6% | -4.4% | +15.3% |
| 6M | -7.0% | -5.4% | -1.6% | -9.1% |
| YTD | -15.0% | +0.7% | -15.7% | -15.5% |
| 1Y | -2.7% | -9.3% | +6.5% | -5.3% |
| All | +180.8% | +26.1% | +154.7% | +185.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling