+0.6%
CEG vs SAP
-19.9%
+20.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | +6.7% | -0.3% | +6.9% | +6.7% |
| 30D | +11.0% | +2.6% | +8.4% | +11.0% |
| 3M | +19.5% | +16.3% | +3.2% | +21.3% |
| 6M | -5.9% | +6.4% | -12.2% | -4.5% |
| YTD | -15.0% | -11.4% | -3.6% | -12.9% |
| 1Y | +0.6% | -20.4% | +21.0% | +1.5% |
| All | +0.6% | -19.9% | +20.6% | +1.5% |
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