+639.7%
CEG vs SO
+55.2%
+584.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | +6.7% | +1.0% | +5.7% | +6.3% |
| 30D | +11.0% | -3.2% | +14.2% | +12.0% |
| 3M | +19.5% | -1.7% | +21.2% | +19.8% |
| 6M | -5.9% | -7.2% | +1.3% | -3.9% |
| YTD | -15.0% | +4.6% | -19.5% | -16.3% |
| 1Y | +0.6% | +1.2% | -0.6% | -0.1% |
| 3Y | +180.6% | +45.3% | +135.3% | +122.2% |
| All | +639.7% | +55.2% | +584.5% | +498.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling