+518.2%
CEG vs SO
+61.0%
+457.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.6% |
| 7D | -4.7% | -1.5% | -3.3% | -4.3% |
| 30D | -16.6% | +8.1% | -24.6% | -18.7% |
| 3M | -4.1% | +0.2% | -4.3% | -4.4% |
| 6M | -22.3% | +0.4% | -22.7% | -22.7% |
| YTD | -28.9% | +8.5% | -37.4% | -30.9% |
| 1Y | -28.5% | +4.9% | -33.4% | -29.8% |
| 3Y | +104.3% | +47.9% | +56.4% | +62.1% |
| All | +518.2% | +61.0% | +457.2% | +393.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling