+579.5%
CEG vs UMC
+84.9%
+494.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.9% | -4.3% | +1.1% |
| 7D | +11.8% | +0.1% | +11.7% | +11.4% |
| 30D | -6.5% | -28.7% | +22.2% | -0.2% |
| 3M | -1.2% | -15.1% | +13.9% | +1.2% |
| 6M | -8.0% | +5.0% | -13.0% | -12.5% |
| YTD | -21.9% | +108.2% | -130.1% | -39.9% |
| 1Y | -21.4% | +121.7% | -143.2% | -40.9% |
| 3Y | +130.0% | +139.8% | -9.8% | +67.5% |
| All | +579.5% | +84.9% | +494.6% | +364.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling