-2.7%
CEG vs SBAC
-3.2%
+0.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +4.9% |
| 7D | +8.0% | -0.8% | +8.8% | +8.1% |
| 30D | +12.9% | +6.9% | +6.0% | +12.6% |
| 3M | +13.2% | -8.2% | +21.4% | +14.4% |
| 6M | -7.0% | -1.6% | -5.3% | -3.3% |
| YTD | -15.0% | -0.1% | -14.9% | -11.4% |
| 1Y | -2.7% | -0.5% | -2.3% | +2.6% |
| All | -2.7% | -3.2% | +0.5% | +2.6% |
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