+104.3%
CEG vs USB
+89.5%
+14.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -18.2% |
| 3M | -4.1% | -6.0% | +1.8% | -2.5% |
| 6M | -22.3% | +7.8% | -30.1% | -24.6% |
| YTD | -28.9% | +14.6% | -43.5% | -32.9% |
| 1Y | -28.5% | +31.8% | -60.2% | -36.0% |
| 3Y | +104.3% | +91.5% | +12.8% | +59.8% |
| All | +104.3% | +89.5% | +14.8% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling