+136.5%
CEG vs SAP
+69.1%
+67.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +17.8% | -3.9% | +21.7% | +18.8% |
| 30D | -4.5% | +6.5% | -11.0% | -6.2% |
| 3M | +1.5% | +14.7% | -13.2% | -2.3% |
| 6M | -3.5% | +39.9% | -43.4% | -13.2% |
| YTD | -19.7% | -2.0% | -17.7% | -17.4% |
| 1Y | -19.8% | -6.0% | -13.8% | -15.7% |
| All | +136.5% | +69.1% | +67.4% | +108.3% |
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