+518.2%
CEG vs SFM
+66.4%
+451.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.8% | +9.1% | +5.1% |
| 7D | -4.7% | -1.2% | -3.5% | -4.9% |
| 30D | -16.6% | -24.8% | +8.2% | -13.2% |
| 3M | -4.1% | -43.7% | +39.6% | +5.5% |
| 6M | -22.3% | -37.3% | +14.9% | -17.6% |
| YTD | -28.9% | -38.4% | +9.4% | -24.7% |
| 1Y | -28.5% | -36.9% | +8.5% | -24.8% |
| 3Y | +104.3% | +20.7% | +83.6% | +95.4% |
| All | +518.2% | +66.4% | +451.8% | +453.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling