+639.5%
CEG vs UL
+36.0%
+603.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +4.9% | +4.9% |
| 7D | +8.0% | -1.3% | +9.4% | +7.9% |
| 30D | +12.9% | +0.5% | +12.5% | +13.0% |
| 3M | +13.2% | +17.6% | -4.4% | +14.0% |
| 6M | -7.0% | -5.4% | -1.6% | -7.9% |
| YTD | -15.0% | +0.7% | -15.7% | -15.2% |
| 1Y | -2.7% | -9.3% | +6.5% | -3.7% |
| 3Y | +184.1% | +24.5% | +159.5% | +183.2% |
| All | +639.5% | +36.0% | +603.4% | +616.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling