+639.7%
CEG vs SFM
+158.0%
+481.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +1.4% |
| 7D | +6.7% | -5.8% | +12.5% | +8.0% |
| 30D | +11.0% | -11.4% | +22.3% | +13.6% |
| 3M | +19.5% | -12.2% | +31.7% | +22.0% |
| 6M | -5.9% | -5.2% | -0.7% | -6.5% |
| YTD | -15.0% | -4.5% | -10.5% | -15.9% |
| 1Y | +0.6% | -45.4% | +46.0% | +14.2% |
| 3Y | +180.6% | +91.1% | +89.5% | +149.1% |
| All | +639.7% | +158.0% | +481.7% | +517.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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