+639.7%
CEG vs URA
+143.9%
+495.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -1.4% |
| 7D | +6.7% | +8.1% | -1.4% | +2.9% |
| 30D | +11.0% | +5.8% | +5.2% | +7.8% |
| 3M | +19.5% | +3.4% | +16.0% | +16.7% |
| 6M | -5.9% | -2.6% | -3.2% | -6.5% |
| YTD | -15.0% | +11.2% | -26.1% | -22.5% |
| 1Y | +0.6% | +19.8% | -19.2% | -12.4% |
| 3Y | +180.6% | +121.5% | +59.2% | +84.5% |
| All | +639.7% | +143.9% | +495.8% | +367.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling