+518.2%
CEG vs URI
+245.3%
+273.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.9% |
| 7D | -4.7% | -9.8% | +5.0% | -1.0% |
| 30D | -16.6% | +1.7% | -18.3% | -17.2% |
| 3M | -4.1% | -9.1% | +4.9% | -1.0% |
| 6M | -22.3% | +9.9% | -32.2% | -25.8% |
| YTD | -28.9% | +31.2% | -60.1% | -38.6% |
| 1Y | -28.5% | +25.9% | -54.4% | -37.0% |
| 3Y | +104.3% | +147.4% | -43.1% | +33.6% |
| All | +518.2% | +245.3% | +273.0% | +227.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling