+639.5%
CEG vs SO
+53.7%
+585.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.1% |
| 7D | +8.0% | -0.2% | +8.2% | +8.1% |
| 30D | +12.9% | -4.6% | +17.5% | +14.5% |
| 3M | +13.2% | -3.0% | +16.2% | +13.9% |
| 6M | -7.0% | -8.3% | +1.3% | -4.8% |
| YTD | -15.0% | +3.5% | -18.5% | -16.0% |
| 1Y | -2.7% | -0.9% | -1.8% | -2.8% |
| 3Y | +184.1% | +45.4% | +138.7% | +124.0% |
| All | +639.5% | +53.7% | +585.8% | +500.2% |
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 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