-23.1%
CEG vs SE
-49.0%
+25.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.9% | +7.5% | +10.0% |
| 7D | +7.3% | +3.3% | +4.0% | +6.8% |
| 30D | -7.4% | -18.2% | +10.8% | -4.8% |
| 3M | +2.5% | -31.3% | +33.7% | +7.5% |
| 6M | -8.8% | -10.1% | +1.3% | -8.0% |
| YTD | -21.5% | -38.9% | +17.4% | -12.4% |
| All | -23.1% | -49.0% | +25.9% | -8.2% |
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