+518.2%
CEG vs SAN
+285.2%
+233.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +5.0% |
| 7D | -4.7% | +4.9% | -9.7% | -6.4% |
| 30D | -16.6% | -13.0% | -3.6% | -13.0% |
| 3M | -4.1% | -18.9% | +14.7% | +2.1% |
| 6M | -22.3% | -4.1% | -18.2% | -21.5% |
| YTD | -28.9% | +2.6% | -31.5% | -30.3% |
| 1Y | -28.5% | +16.9% | -45.4% | -32.6% |
| 3Y | +104.3% | +239.1% | -134.8% | +42.1% |
| All | +518.2% | +285.2% | +233.1% | +289.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling