+639.7%
CEG vs SBAC
-37.8%
+677.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +6.7% | -0.1% | +6.7% | +6.7% |
| 30D | +11.0% | +3.2% | +7.7% | +10.6% |
| 3M | +19.5% | -5.1% | +24.5% | +20.0% |
| 6M | -5.9% | -2.1% | -3.8% | -5.6% |
| YTD | -15.0% | -0.5% | -14.5% | -14.9% |
| 1Y | +0.6% | +1.1% | -0.5% | +0.5% |
| 3Y | +180.6% | -7.4% | +188.1% | +176.0% |
| All | +639.7% | -37.8% | +677.5% | +776.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling