+95.9%
CEG vs SNPS
-9.8%
+105.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -1.1% |
| 7D | -9.4% | -10.2% | +0.8% | -6.6% |
| 30D | -20.2% | -12.8% | -7.4% | -17.1% |
| 3M | -9.5% | +9.9% | -19.3% | -12.3% |
| 6M | -25.0% | -12.4% | -12.6% | -22.7% |
| YTD | -31.9% | -6.3% | -25.6% | -31.8% |
| 1Y | -33.7% | +7.6% | -41.3% | -36.3% |
| All | +95.9% | -9.8% | +105.6% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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