-31.9%
CEG vs SBAC
+2.4%
-34.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.8% | -12.6% | -7.2% |
| 7D | -4.8% | +5.8% | -10.6% | -5.3% |
| 30D | -8.2% | +20.8% | -29.0% | -10.2% |
| 3M | -7.9% | +4.8% | -12.7% | -9.2% |
| 6M | -23.2% | -9.1% | -14.1% | -22.6% |
| YTD | -30.1% | +3.1% | -33.2% | -26.6% |
| 1Y | -31.9% | +2.2% | -34.1% | -28.4% |
| All | -31.9% | +2.4% | -34.3% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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