+639.5%
CEG vs SE
-33.7%
+673.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.0% |
| 7D | +8.0% | -6.1% | +14.1% | +8.9% |
| 30D | +12.9% | -2.5% | +15.4% | +13.1% |
| 3M | +13.2% | +21.7% | -8.6% | +9.8% |
| 6M | -7.0% | +27.0% | -34.0% | -10.7% |
| YTD | -15.0% | -12.1% | -2.9% | -14.4% |
| 1Y | -2.7% | -40.9% | +38.2% | +3.1% |
| 3Y | +184.1% | +191.0% | -6.9% | +157.0% |
| All | +639.5% | -33.7% | +673.2% | +580.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling