+639.5%
CEG vs URA
+136.5%
+502.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.5% |
| 7D | +8.0% | +1.1% | +7.0% | +7.4% |
| 30D | +12.9% | +7.4% | +5.5% | +9.0% |
| 3M | +13.2% | -8.4% | +21.6% | +16.7% |
| 6M | -7.0% | -12.7% | +5.7% | -2.9% |
| YTD | -15.0% | +7.8% | -22.8% | -21.4% |
| 1Y | -2.7% | +19.5% | -22.2% | -15.3% |
| 3Y | +184.1% | +116.4% | +67.6% | +88.9% |
| All | +639.5% | +136.5% | +502.9% | +374.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling