+593.1%
CEG vs SNAP
-85.4%
+678.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.9% |
| 7D | +12.1% | +6.0% | +6.1% | +11.5% |
| 30D | +0.2% | -13.8% | +14.0% | +1.4% |
| 3M | +0.7% | -0.8% | +1.5% | +0.3% |
| 6M | +2.2% | -6.2% | +8.5% | +1.9% |
| YTD | -20.3% | -34.8% | +14.5% | -17.9% |
| 1Y | -16.1% | -38.7% | +22.6% | -13.0% |
| 3Y | +134.7% | -53.5% | +188.1% | +143.5% |
| All | +593.1% | -85.4% | +678.5% | +603.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling