-2.7%
CEG vs URA
+17.2%
-20.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.6% |
| 7D | +8.0% | +1.1% | +7.0% | +7.5% |
| 30D | +12.9% | +7.4% | +5.5% | +9.6% |
| 3M | +13.2% | -8.4% | +21.6% | +16.1% |
| 6M | -7.0% | -12.7% | +5.7% | -3.4% |
| YTD | -15.0% | +7.8% | -22.8% | -21.6% |
| 1Y | -2.7% | +19.5% | -22.2% | -10.0% |
| All | -2.7% | +17.2% | -20.0% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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