+639.5%
CEG vs URI
+230.3%
+409.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.3% |
| 7D | +8.0% | -2.0% | +10.0% | +8.7% |
| 30D | +12.9% | -12.9% | +25.9% | +18.8% |
| 3M | +13.2% | -6.7% | +19.9% | +15.5% |
| 6M | -7.0% | +19.0% | -26.0% | -14.8% |
| YTD | -15.0% | +25.5% | -40.5% | -25.2% |
| 1Y | -2.7% | +5.5% | -8.3% | -7.9% |
| 3Y | +184.1% | +111.3% | +72.8% | +97.1% |
| All | +639.5% | +230.3% | +409.1% | +298.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling