+582.9%
CEG vs SAP
+88.2%
+494.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.7% | +8.8% | +10.0% |
| 7D | +7.3% | +1.6% | +5.7% | +6.7% |
| 30D | -7.4% | +10.5% | -17.9% | -10.1% |
| 3M | +2.5% | +15.2% | -12.7% | -1.9% |
| 6M | -8.8% | +36.7% | -45.5% | -17.8% |
| YTD | -21.5% | -0.6% | -20.9% | -21.4% |
| 1Y | -22.5% | -4.1% | -18.4% | -21.3% |
| 3Y | +133.3% | +73.2% | +60.1% | +94.9% |
| All | +582.9% | +88.2% | +494.7% | +350.7% |
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