+518.2%
CEG vs USB
+26.2%
+492.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | -4.7% | 0.0% | -4.7% | -4.8% |
| 30D | -16.6% | +5.8% | -22.4% | -17.9% |
| 3M | -4.1% | -6.0% | +1.8% | -2.8% |
| 6M | -22.3% | +7.8% | -30.1% | -24.1% |
| YTD | -28.9% | +14.6% | -43.5% | -32.0% |
| 1Y | -28.5% | +31.8% | -60.2% | -34.2% |
| 3Y | +104.3% | +91.5% | +12.8% | +69.2% |
| All | +518.2% | +26.2% | +492.0% | +429.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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