-31.9%
CEG vs SNAP
-22.3%
-9.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.9% | -12.6% | -6.9% |
| 7D | -4.8% | -0.7% | -4.1% | -4.7% |
| 30D | -8.2% | +5.5% | -13.7% | -8.4% |
| 3M | -7.9% | +2.2% | -10.2% | -8.3% |
| 6M | -23.2% | -4.1% | -19.2% | -22.6% |
| YTD | -30.1% | -26.6% | -3.5% | -24.9% |
| 1Y | -31.9% | -20.7% | -11.1% | -27.3% |
| All | -31.9% | -22.3% | -9.6% | -27.3% |
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