+579.5%
CEG vs SAP
+85.6%
+493.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +11.8% | -2.5% | +14.3% | +12.4% |
| 30D | -6.5% | +7.5% | -14.0% | -8.5% |
| 3M | -1.2% | +11.6% | -12.8% | -4.6% |
| 6M | -8.0% | +37.6% | -45.7% | -17.5% |
| YTD | -21.9% | -2.0% | -19.9% | -21.5% |
| 1Y | -21.4% | -6.4% | -15.1% | -19.6% |
| 3Y | +130.0% | +67.7% | +62.3% | +94.0% |
| All | +579.5% | +85.6% | +493.9% | +350.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling