+492.8%
CEG vs USB
+26.8%
+465.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.9% |
| 7D | -9.4% | -1.5% | -8.0% | -9.1% |
| 30D | -20.2% | +4.3% | -24.5% | -21.2% |
| 3M | -9.5% | -6.1% | -3.4% | -8.2% |
| 6M | -25.0% | +9.4% | -34.4% | -27.0% |
| YTD | -31.9% | +15.2% | -47.0% | -34.9% |
| 1Y | -33.7% | +32.8% | -66.4% | -39.1% |
| 3Y | +108.7% | +91.3% | +17.4% | +72.8% |
| All | +492.8% | +26.8% | +465.9% | +407.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling