-25.4%
CEG vs SNAP
-39.9%
+14.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -3.0% |
| 7D | +1.7% | -10.6% | +12.2% | +2.2% |
| 30D | -10.2% | -19.7% | +9.6% | -9.1% |
| 3M | -0.8% | -6.5% | +5.7% | -0.7% |
| 6M | -11.5% | -17.8% | +6.2% | -10.1% |
| YTD | -23.9% | -38.0% | +14.2% | -13.7% |
| 1Y | -25.4% | -42.5% | +17.1% | -14.2% |
| All | -25.4% | -39.9% | +14.5% | -14.2% |
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