-2.7%
CEG vs SNAP
-24.3%
+21.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.0% | +8.9% | +5.1% |
| 7D | +8.0% | +0.7% | +7.3% | +7.9% |
| 30D | +12.9% | +2.6% | +10.3% | +12.5% |
| 3M | +13.2% | -9.9% | +23.0% | +14.4% |
| 6M | -7.0% | +1.9% | -8.9% | -5.6% |
| YTD | -15.0% | -32.2% | +17.2% | -7.2% |
| 1Y | -2.7% | -22.8% | +20.1% | +8.3% |
| All | -2.7% | -24.3% | +21.6% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling