+198.7%
CEG vs SN
+650.0%
-451.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.0% | +5.8% | +3.5% |
| 7D | +17.8% | +1.4% | +16.5% | +17.5% |
| 30D | -4.5% | +16.6% | -21.1% | -8.2% |
| 3M | +1.5% | +18.3% | -16.8% | -3.1% |
| 6M | -3.5% | +103.1% | -106.6% | -21.1% |
| YTD | -19.7% | +96.7% | -116.4% | -34.2% |
| 1Y | -19.8% | +134.3% | -154.1% | -37.4% |
| 3Y | +136.4% | +425.2% | -288.8% | +82.7% |
| All | +198.7% | +650.0% | -451.3% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling