+217.8%
CEG vs USAR
+74.5%
+143.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +6.7% | +2.3% | +4.4% | +6.6% |
| 30D | +11.0% | -8.6% | +19.6% | +11.3% |
| 3M | +19.5% | -20.5% | +40.0% | +20.0% |
| 6M | -5.9% | +1.2% | -7.1% | -6.0% |
| YTD | -15.0% | +48.4% | -63.4% | -15.7% |
| 1Y | +0.6% | +30.6% | -30.0% | +0.5% |
| 3Y | +180.6% | +73.6% | +107.0% | +259.4% |
| All | +217.8% | +74.5% | +143.3% | +324.3% |
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