+562.3%
CEG vs SE
-54.6%
+616.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.8% |
| 7D | +1.7% | 0.0% | +1.6% | +1.6% |
| 30D | -10.2% | -19.4% | +9.2% | -7.6% |
| 3M | -0.8% | -33.1% | +32.3% | +4.4% |
| 6M | -11.5% | -11.4% | -0.1% | -10.8% |
| YTD | -23.9% | -39.8% | +15.9% | -19.4% |
| 1Y | -25.4% | -50.5% | +25.1% | -19.0% |
| 3Y | +124.2% | +68.9% | +55.3% | +116.1% |
| All | +562.3% | -54.6% | +616.9% | +541.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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