-10.1%
CEG vs UMC
+227.6%
-237.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.5% |
| 7D | +0.3% | +11.4% | -11.1% | -0.5% |
| 30D | +2.9% | +16.8% | -13.9% | +1.7% |
| 3M | +18.2% | +19.1% | -0.9% | +17.3% |
| 6M | -9.5% | +137.4% | -147.0% | -10.7% |
| YTD | -18.7% | +186.4% | -205.1% | -21.0% |
| 1Y | -10.1% | +229.1% | -239.2% | -16.8% |
| All | -10.1% | +227.6% | -237.8% | -16.8% |
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