-31.9%
CEG vs SAP
-5.6%
-26.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.2% | -10.9% | -6.5% |
| 7D | -4.8% | +1.3% | -6.1% | -4.7% |
| 30D | -8.2% | +15.5% | -23.7% | -8.0% |
| 3M | -7.9% | +22.8% | -30.7% | -7.7% |
| 6M | -23.2% | +42.5% | -65.7% | -23.2% |
| YTD | -30.1% | +0.5% | -30.7% | -26.2% |
| 1Y | -31.9% | -5.9% | -26.0% | -25.6% |
| All | -31.9% | -5.6% | -26.3% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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