+639.5%
CEG vs UMC
+138.9%
+500.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.6% | +0.3% | +3.9% |
| 7D | +8.0% | +5.0% | +3.1% | +6.9% |
| 30D | +12.9% | +7.7% | +5.3% | +11.1% |
| 3M | +13.2% | +1.7% | +11.5% | +10.9% |
| 6M | -7.0% | +113.9% | -120.9% | -25.0% |
| YTD | -15.0% | +168.9% | -183.9% | -37.4% |
| 1Y | -2.7% | +207.2% | -209.9% | -31.7% |
| 3Y | +184.1% | +227.7% | -43.6% | +95.1% |
| All | +639.5% | +138.9% | +500.6% | +383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling