+164.3%
CEG vs SN
+659.6%
-495.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +3.7% |
| 7D | -4.7% | +7.2% | -11.9% | -6.4% |
| 30D | -16.6% | +20.4% | -37.0% | -20.5% |
| 3M | -4.1% | +23.9% | -28.0% | -9.6% |
| 6M | -22.3% | +93.0% | -115.4% | -35.6% |
| YTD | -28.9% | +99.2% | -128.2% | -41.9% |
| 1Y | -28.5% | +142.6% | -171.1% | -44.7% |
| 3Y | +104.3% | +398.8% | -294.5% | +56.5% |
| All | +164.3% | +659.6% | -495.2% | +103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling