+626.9%
CEG vs UMC
+161.0%
+466.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -2.6% |
| 7D | +1.3% | +13.6% | -12.3% | -1.4% |
| 30D | +8.8% | +20.8% | -11.9% | +4.5% |
| 3M | +17.0% | +16.1% | +0.8% | +11.4% |
| 6M | -8.7% | +137.3% | -146.0% | -28.1% |
| YTD | -16.4% | +193.8% | -210.2% | -39.6% |
| 1Y | -1.8% | +236.1% | -237.8% | -32.4% |
| 3Y | +175.8% | +267.1% | -91.3% | +84.7% |
| All | +626.9% | +161.0% | +466.0% | +366.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling