-28.5%
CEG vs SAP
-7.9%
-20.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.1% | +8.4% | +4.0% |
| 7D | -4.7% | -0.7% | -4.1% | -4.7% |
| 30D | -16.6% | +11.1% | -27.7% | -16.4% |
| 3M | -4.1% | +17.0% | -21.2% | -4.0% |
| 6M | -22.3% | +34.8% | -57.2% | -21.8% |
| YTD | -28.9% | -2.2% | -26.7% | -25.3% |
| 1Y | -28.5% | -6.4% | -22.0% | -23.8% |
| All | -28.5% | -7.9% | -20.6% | -23.8% |
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