+639.5%
CEG vs SNAP
-84.8%
+724.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.0% | +8.9% | +5.3% |
| 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% | +13.8% |
| 6M | -7.0% | +1.9% | -8.9% | -8.1% |
| YTD | -15.0% | -32.2% | +17.2% | -12.5% |
| 1Y | -2.7% | -22.8% | +20.1% | -1.4% |
| 3Y | +184.1% | -47.6% | +231.7% | +193.0% |
| All | +639.5% | -84.8% | +724.3% | +650.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling