+507.8%
CEG vs USB
+29.5%
+478.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -7.2% |
| 7D | -4.8% | +2.4% | -7.2% | -5.4% |
| 30D | -8.2% | +6.6% | -14.7% | -9.8% |
| 3M | -7.9% | -4.1% | -3.8% | -7.1% |
| 6M | -23.2% | +12.5% | -35.7% | -25.8% |
| YTD | -30.1% | +17.6% | -47.8% | -33.6% |
| 1Y | -31.9% | +36.5% | -68.4% | -38.0% |
| 3Y | +114.0% | +95.4% | +18.6% | +76.2% |
| All | +507.8% | +29.5% | +478.2% | +417.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling