+165.6%
CEG vs USAR
-18.7%
+184.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.8% | -6.6% | +3.8% |
| 7D | -4.7% | -14.5% | +9.8% | -4.1% |
| 30D | -16.6% | -37.8% | +21.3% | -15.1% |
| 3M | -4.1% | -52.8% | +48.6% | -1.6% |
| 6M | -22.3% | -71.2% | +48.9% | -19.4% |
| YTD | -28.9% | -30.9% | +1.9% | -27.5% |
| 1Y | -28.5% | -48.0% | +19.6% | -26.8% |
| 3Y | +104.3% | -19.7% | +124.0% | +163.0% |
| All | +165.6% | -18.7% | +184.4% | +264.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 5y: compounded portfolio wealth divided by compounded USAR 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…
5y analysis · Full analysis span regression · 6 months rolling