+130.1%
CEG vs SN
+441.3%
-311.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +11.8% | +3.5% | +8.3% | +10.7% |
| 30D | -6.5% | +19.4% | -26.0% | -12.0% |
| 3M | -1.2% | +20.9% | -22.1% | -7.8% |
| 6M | -8.0% | +111.1% | -119.2% | -31.0% |
| YTD | -21.9% | +102.8% | -124.7% | -41.0% |
| 1Y | -21.4% | +146.2% | -167.6% | -45.2% |
| All | +130.1% | +441.3% | -311.2% | +32.2% |
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