-31.9%
CEG vs SGI
-10.7%
-21.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.8% | -13.5% | -7.5% |
| 7D | -4.8% | +12.1% | -16.8% | -6.3% |
| 30D | -8.2% | +12.1% | -20.3% | -9.8% |
| 3M | -7.9% | +0.4% | -8.3% | -8.0% |
| 6M | -23.2% | -4.0% | -19.2% | -23.6% |
| YTD | -30.1% | -21.2% | -8.9% | -31.3% |
| 1Y | -31.9% | -12.1% | -19.8% | -32.4% |
| All | -31.9% | -10.7% | -21.2% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling