+639.5%
CEG vs SNPS
+25.2%
+614.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.4% | +10.3% | +6.5% |
| 7D | +8.0% | -11.0% | +19.0% | +11.6% |
| 30D | +12.9% | -1.7% | +14.7% | +12.9% |
| 3M | +13.2% | -20.4% | +33.5% | +20.2% |
| 6M | -7.0% | -8.6% | +1.6% | -5.8% |
| YTD | -15.0% | -16.2% | +1.2% | -12.1% |
| 1Y | -2.7% | -34.6% | +31.8% | +3.9% |
| 3Y | +184.1% | -14.5% | +198.5% | +165.4% |
| All | +639.5% | +25.2% | +614.3% | +489.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling