+639.7%
CEG vs SE
-33.0%
+672.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +6.7% | +0.6% | +6.1% | +6.6% |
| 30D | +11.0% | -0.1% | +11.1% | +10.8% |
| 3M | +19.5% | +34.1% | -14.7% | +14.4% |
| 6M | -5.9% | +23.2% | -29.1% | -9.2% |
| YTD | -15.0% | -11.2% | -3.8% | -14.5% |
| 1Y | +0.6% | -40.5% | +41.2% | +6.6% |
| 3Y | +180.6% | +196.3% | -15.7% | +153.4% |
| All | +639.7% | -33.0% | +672.6% | +579.9% |
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