+579.5%
CEG vs URA
+72.7%
+506.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +1.9% |
| 7D | +11.8% | +2.9% | +8.9% | +10.5% |
| 30D | -6.5% | -10.8% | +4.3% | -1.3% |
| 3M | -1.2% | -25.5% | +24.4% | +13.2% |
| 6M | -8.0% | -41.2% | +33.2% | +16.6% |
| YTD | -21.9% | -21.3% | -0.6% | -16.3% |
| 1Y | -21.4% | -25.7% | +4.3% | -13.4% |
| 3Y | +130.0% | +43.1% | +86.9% | +83.9% |
| All | +579.5% | +72.7% | +506.8% | +405.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling