+639.5%
CEG vs SAN
+383.8%
+255.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.1% |
| 7D | +8.0% | +1.8% | +6.3% | +7.4% |
| 30D | +12.9% | +2.0% | +11.0% | +12.2% |
| 3M | +13.2% | +19.7% | -6.6% | +6.8% |
| 6M | -7.0% | +30.6% | -37.6% | -14.7% |
| YTD | -15.0% | +28.8% | -43.8% | -22.2% |
| 1Y | -2.7% | +57.8% | -60.5% | -16.4% |
| 3Y | +184.1% | +338.1% | -154.1% | +82.9% |
| All | +639.5% | +383.8% | +255.6% | +335.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling