+518.2%
CEG vs SNAP
-86.2%
+604.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +4.5% |
| 7D | -4.7% | -7.1% | +2.4% | -4.2% |
| 30D | -16.6% | -14.6% | -1.9% | -15.5% |
| 3M | -4.1% | -5.0% | +0.9% | -4.1% |
| 6M | -22.3% | -18.8% | -3.5% | -21.4% |
| YTD | -28.9% | -38.5% | +9.6% | -26.3% |
| 1Y | -28.5% | -38.1% | +9.6% | -25.9% |
| 3Y | +104.3% | -53.8% | +158.1% | +112.6% |
| All | +518.2% | -86.2% | +604.5% | +531.6% |
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