-25.4%
CEG vs SAN
+22.7%
-48.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | +1.7% | +10.8% | -9.1% | -1.8% |
| 30D | -10.2% | -5.7% | -4.4% | -8.1% |
| 3M | -0.8% | -13.4% | +12.6% | +4.3% |
| 6M | -11.5% | +3.5% | -15.1% | -12.4% |
| YTD | -23.9% | +9.7% | -33.6% | -28.2% |
| 1Y | -25.4% | +20.9% | -46.3% | -32.4% |
| All | -25.4% | +22.7% | -48.1% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling