+134.7%
CEG vs SN
+440.0%
-305.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.7% |
| 7D | +12.1% | +1.5% | +10.6% | +11.6% |
| 30D | +0.2% | +21.5% | -21.3% | -6.2% |
| 3M | +0.7% | +20.0% | -19.3% | -5.9% |
| 6M | +2.2% | +119.9% | -117.7% | -24.5% |
| YTD | -20.3% | +102.3% | -122.6% | -39.8% |
| 1Y | -16.1% | +148.0% | -164.1% | -41.7% |
| 3Y | +134.7% | +450.0% | -315.3% | +34.8% |
| All | +134.7% | +440.0% | -305.3% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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