+216.2%
CEG vs SN
+490.7%
-274.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.1% |
| 7D | +8.0% | -9.3% | +17.4% | +10.5% |
| 30D | +12.9% | -4.8% | +17.7% | +14.1% |
| 3M | +13.2% | +40.4% | -27.3% | +2.1% |
| 6M | -7.0% | +50.9% | -57.9% | -18.1% |
| YTD | -15.0% | +54.9% | -69.9% | -25.8% |
| 1Y | -2.7% | +43.0% | -45.8% | -13.7% |
| 3Y | +184.1% | +391.8% | -207.8% | +137.8% |
| All | +216.2% | +490.7% | -274.5% | +160.4% |
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