+187.4%
CEG vs SE
+197.9%
-10.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.1% |
| 7D | +8.0% | -6.1% | +14.1% | +9.7% |
| 30D | +12.9% | -2.5% | +15.4% | +13.3% |
| 3M | +13.2% | +21.7% | -8.6% | +6.8% |
| 6M | -7.0% | +27.0% | -34.0% | -14.0% |
| YTD | -15.0% | -12.1% | -2.9% | -13.4% |
| 1Y | -2.7% | -40.9% | +38.2% | +10.9% |
| All | +187.4% | +197.9% | -10.5% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling