+136.5%
CEG vs SO
+50.9%
+85.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +2.7% |
| 7D | +17.8% | -0.9% | +18.8% | +17.8% |
| 30D | -4.5% | +4.9% | -9.5% | -4.3% |
| 3M | +1.5% | +0.8% | +0.7% | +1.3% |
| 6M | -3.5% | +0.6% | -4.1% | -3.8% |
| YTD | -19.7% | +8.7% | -28.4% | -18.7% |
| 1Y | -19.8% | +4.0% | -23.7% | -19.5% |
| All | +136.5% | +50.9% | +85.6% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling