+562.3%
CEG vs SAP
+85.3%
+477.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.6% |
| 7D | +1.7% | +1.5% | +0.2% | +1.1% |
| 30D | -10.2% | +8.8% | -19.0% | -12.4% |
| 3M | -0.8% | +12.1% | -12.9% | -4.4% |
| 6M | -11.5% | +34.6% | -46.1% | -20.0% |
| YTD | -23.9% | -2.1% | -21.8% | -23.5% |
| 1Y | -25.4% | -5.5% | -19.9% | -23.9% |
| 3Y | +124.2% | +67.4% | +56.7% | +89.1% |
| All | +562.3% | +85.3% | +477.0% | +338.9% |
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