+180.6%
CEG vs UMC
+252.5%
-71.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.0% | -1.0% |
| 7D | +6.7% | +6.6% | +0.1% | +5.3% |
| 30D | +11.0% | +16.6% | -5.6% | +7.6% |
| 3M | +19.5% | +11.0% | +8.5% | +15.1% |
| 6M | -5.9% | +131.3% | -137.1% | -25.4% |
| YTD | -15.0% | +182.5% | -197.5% | -39.4% |
| 1Y | +0.6% | +222.3% | -221.6% | -32.8% |
| 3Y | +180.6% | +253.0% | -72.4% | +79.0% |
| All | +180.6% | +252.5% | -71.9% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling