+180.8%
CEG vs SBAC
-7.2%
+187.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +4.8% |
| 7D | +8.0% | -0.8% | +8.8% | +8.0% |
| 30D | +12.9% | +6.9% | +6.0% | +13.7% |
| 3M | +13.2% | -8.2% | +21.4% | +12.7% |
| 6M | -7.0% | -1.6% | -5.3% | -6.3% |
| YTD | -15.0% | -0.1% | -14.9% | -14.2% |
| 1Y | -2.7% | -0.5% | -2.3% | -1.7% |
| All | +180.8% | -7.2% | +187.9% | +182.6% |
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 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