+518.2%
CEG vs SAP
+85.1%
+433.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.1% | +8.4% | +5.3% |
| 7D | -4.7% | -0.7% | -4.1% | -4.8% |
| 30D | -16.6% | +11.1% | -27.7% | -19.1% |
| 3M | -4.1% | +17.0% | -21.2% | -8.7% |
| 6M | -22.3% | +34.8% | -57.2% | -29.8% |
| YTD | -28.9% | -2.2% | -26.7% | -28.6% |
| 1Y | -28.5% | -6.4% | -22.0% | -26.8% |
| 3Y | +104.3% | +75.1% | +29.1% | +69.8% |
| All | +518.2% | +85.1% | +433.2% | +309.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling