+134.7%
CEG vs SFM
+27.3%
+107.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +12.1% | +6.0% | +6.1% | +11.1% |
| 30D | +0.2% | -19.5% | +19.7% | +3.0% |
| 3M | +0.7% | -37.0% | +37.7% | +8.6% |
| 6M | +2.2% | -41.0% | +43.3% | +11.1% |
| YTD | -20.3% | -34.6% | +14.3% | -16.6% |
| 1Y | -16.1% | -36.3% | +20.2% | -11.7% |
| 3Y | +134.7% | +24.5% | +110.1% | +153.3% |
| All | +134.7% | +27.3% | +107.3% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling