+187.4%
CEG vs SAP
+62.3%
+125.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.1% |
| 7D | +8.0% | -2.9% | +10.9% | +8.8% |
| 30D | +12.9% | +9.0% | +3.9% | +10.2% |
| 3M | +13.2% | +14.9% | -1.8% | +9.2% |
| 6M | -7.0% | +11.9% | -18.9% | -9.8% |
| YTD | -15.0% | -9.9% | -5.1% | -10.7% |
| 1Y | -2.7% | -19.5% | +16.8% | +7.6% |
| All | +187.4% | +62.3% | +125.1% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling