-2.7%
CEG vs UMC
+209.4%
-212.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.6% | +0.3% | +4.6% |
| 7D | +8.0% | +5.0% | +3.1% | +7.6% |
| 30D | +12.9% | +7.7% | +5.3% | +12.3% |
| 3M | +13.2% | +1.7% | +11.5% | +13.1% |
| 6M | -7.0% | +113.9% | -120.9% | -7.6% |
| YTD | -15.0% | +168.9% | -183.9% | -16.7% |
| 1Y | -2.7% | +207.2% | -209.9% | -6.6% |
| All | -2.7% | +209.4% | -212.2% | -6.6% |
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