+95.9%
CEG vs URI
+136.1%
-40.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.1% | +4.6% | +0.1% |
| 7D | -9.4% | -12.9% | +3.5% | -4.8% |
| 30D | -20.2% | -3.4% | -16.8% | -19.3% |
| 3M | -9.5% | -10.0% | +0.6% | -6.2% |
| 6M | -25.0% | +12.2% | -37.2% | -28.9% |
| YTD | -31.9% | +29.8% | -61.6% | -41.2% |
| 1Y | -33.7% | +24.6% | -58.3% | -41.5% |
| All | +95.9% | +136.1% | -40.2% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling