+639.5%
CEG vs SFM
+175.9%
+463.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +4.3% |
| 7D | +8.0% | -0.1% | +8.1% | +8.0% |
| 30D | +12.9% | -4.4% | +17.3% | +13.8% |
| 3M | +13.2% | +1.5% | +11.6% | +11.7% |
| 6M | -7.0% | +6.5% | -13.5% | -10.1% |
| YTD | -15.0% | +2.2% | -17.2% | -17.1% |
| 1Y | -2.7% | -41.9% | +39.2% | +9.0% |
| 3Y | +184.1% | +106.8% | +77.3% | +148.1% |
| All | +639.5% | +175.9% | +463.5% | +508.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling