-31.9%
CEG vs UMC
+112.5%
-144.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.5% |
| 7D | -4.8% | -14.7% | +9.9% | -3.6% |
| 30D | -8.2% | -32.9% | +24.7% | -5.5% |
| 3M | -7.9% | -22.2% | +14.2% | -6.4% |
| 6M | -23.2% | +25.9% | -49.1% | -21.7% |
| YTD | -30.1% | +107.9% | -138.1% | -28.2% |
| 1Y | -31.9% | +115.0% | -146.9% | -32.1% |
| All | -31.9% | +112.5% | -144.4% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling