+518.2%
CEG vs URA
+66.1%
+452.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | -0.1% | +2.2% |
| 7D | -4.7% | -4.1% | -0.6% | -2.8% |
| 30D | -16.6% | -19.0% | +2.4% | -7.9% |
| 3M | -4.1% | -25.1% | +21.0% | +9.4% |
| 6M | -22.3% | -44.5% | +22.2% | +1.0% |
| YTD | -28.9% | -24.3% | -4.6% | -22.5% |
| 1Y | -28.5% | -28.1% | -0.3% | -20.0% |
| 3Y | +104.3% | +40.7% | +63.6% | +64.9% |
| All | +518.2% | +66.1% | +452.2% | +367.4% |
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