+136.5%
CEG vs URA
+37.6%
+98.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.8% | +6.6% | +4.9% |
| 7D | +17.8% | +4.5% | +13.4% | +15.1% |
| 30D | -4.5% | -13.4% | +8.9% | +3.4% |
| 3M | +1.5% | -28.4% | +29.9% | +21.4% |
| 6M | -3.5% | -40.5% | +36.9% | +26.7% |
| YTD | -19.7% | -24.3% | +4.6% | -13.0% |
| 1Y | -19.8% | -28.8% | +9.0% | -9.6% |
| All | +136.5% | +37.6% | +98.9% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling