-16.1%
CEG vs SE
-47.8%
+31.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +12.1% | -0.5% | +12.6% | +12.2% |
| 30D | +0.2% | -20.9% | +21.2% | +3.3% |
| 3M | +0.7% | -38.9% | +39.6% | +6.9% |
| 6M | +2.2% | -19.4% | +21.7% | +5.0% |
| YTD | -20.3% | -40.9% | +20.6% | -10.8% |
| 1Y | -16.1% | -46.2% | +30.1% | -3.2% |
| All | -16.1% | -47.8% | +31.7% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling