+639.5%
CEG vs USB
+33.3%
+606.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.1% | +4.9% |
| 7D | +8.0% | +1.4% | +6.6% | +7.6% |
| 30D | +12.9% | -1.3% | +14.2% | +13.3% |
| 3M | +13.2% | +15.2% | -2.1% | +8.8% |
| 6M | -7.0% | +18.8% | -25.8% | -11.4% |
| YTD | -15.0% | +21.0% | -36.0% | -19.7% |
| 1Y | -2.7% | +34.0% | -36.7% | -10.8% |
| 3Y | +184.1% | +95.3% | +88.7% | +133.3% |
| All | +639.5% | +33.3% | +606.2% | +525.3% |
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