+598.5%
CEG vs SBAC
-38.5%
+637.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.0% |
| 7D | +17.8% | -3.4% | +21.2% | +18.2% |
| 30D | -4.5% | +2.6% | -7.1% | -4.9% |
| 3M | +1.5% | +2.6% | -1.1% | +0.9% |
| 6M | -3.5% | -11.5% | +8.0% | -2.7% |
| YTD | -19.7% | -1.6% | -18.1% | -19.8% |
| 1Y | -19.8% | -5.1% | -14.7% | -19.6% |
| 3Y | +136.4% | -9.3% | +145.8% | +133.7% |
| All | +598.5% | -38.5% | +637.0% | +725.5% |
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