-2.7%
CEG vs URI
+7.3%
-10.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.7% |
| 7D | +8.0% | -2.0% | +10.0% | +8.3% |
| 30D | +12.9% | -12.9% | +25.9% | +14.9% |
| 3M | +13.2% | -6.7% | +19.9% | +14.1% |
| 6M | -7.0% | +19.0% | -26.0% | -8.9% |
| YTD | -15.0% | +25.5% | -40.5% | -18.5% |
| 1Y | -2.7% | +5.5% | -8.3% | -5.5% |
| All | -2.7% | +7.3% | -10.0% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling