+187.4%
CEG vs USB
+95.2%
+92.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.1% | +5.0% |
| 7D | +8.0% | +1.4% | +6.6% | +7.5% |
| 30D | +12.9% | -1.3% | +14.2% | +13.3% |
| 3M | +13.2% | +15.2% | -2.1% | +7.9% |
| 6M | -7.0% | +18.8% | -25.8% | -12.2% |
| YTD | -15.0% | +21.0% | -36.0% | -20.7% |
| 1Y | -2.7% | +34.0% | -36.7% | -12.6% |
| All | +187.4% | +95.2% | +92.2% | +122.1% |
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