+0.6%
CEG vs SO
+0.5%
+0.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +6.7% | +1.0% | +5.7% | +6.4% |
| 30D | +11.0% | -3.2% | +14.2% | +11.8% |
| 3M | +19.5% | -1.7% | +21.2% | +19.1% |
| 6M | -5.9% | -7.2% | +1.3% | -5.5% |
| YTD | -15.0% | +4.6% | -19.5% | -14.4% |
| 1Y | +0.6% | +1.2% | -0.6% | +1.0% |
| All | +0.6% | +0.5% | +0.1% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling