+598.5%
CEG vs URA
+66.2%
+532.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.8% | +6.6% | +4.6% |
| 7D | +17.8% | +4.5% | +13.4% | +15.5% |
| 30D | -4.5% | -13.4% | +8.9% | +2.2% |
| 3M | +1.5% | -28.4% | +29.9% | +18.3% |
| 6M | -3.5% | -40.5% | +36.9% | +21.6% |
| YTD | -19.7% | -24.3% | +4.6% | -12.4% |
| 1Y | -19.8% | -28.8% | +9.0% | -9.8% |
| 3Y | +136.4% | +37.6% | +98.8% | +92.4% |
| All | +598.5% | +66.2% | +532.3% | +428.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling