+136.5%
CEG vs SNAP
-53.9%
+190.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.2% |
| 7D | +17.8% | +2.6% | +15.3% | +17.3% |
| 30D | -4.5% | -19.6% | +15.0% | -1.4% |
| 3M | +1.5% | +0.4% | +1.1% | +0.5% |
| 6M | -3.5% | -5.9% | +2.4% | -4.2% |
| YTD | -19.7% | -35.3% | +15.6% | -14.5% |
| 1Y | -19.8% | -42.6% | +22.8% | -12.5% |
| All | +136.5% | -53.9% | +190.4% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling