+104.3%
CEG vs SBAC
-10.4%
+114.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.1% |
| 7D | -4.7% | +1.2% | -6.0% | -4.6% |
| 30D | -16.6% | +11.2% | -27.7% | -15.9% |
| 3M | -4.1% | +4.5% | -8.6% | -4.1% |
| 6M | -22.3% | -12.2% | -10.2% | -23.4% |
| YTD | -28.9% | -0.1% | -28.8% | -28.6% |
| 1Y | -28.5% | -0.3% | -28.2% | -28.1% |
| 3Y | +104.3% | -8.7% | +113.0% | +104.3% |
| All | +104.3% | -10.4% | +114.7% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling