+604.3%
CEG vs SU
+184.2%
+420.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.8% | +2.2% | -7.0% | -5.5% |
| 30D | +2.3% | +8.4% | -6.1% | -0.6% |
| 3M | +15.6% | +12.1% | +3.5% | +10.6% |
| 6M | -5.0% | +19.7% | -24.7% | -12.3% |
| YTD | -19.0% | +58.4% | -77.4% | -33.1% |
| 1Y | -10.0% | +67.2% | -77.2% | -27.6% |
| 3Y | +163.9% | +125.0% | +38.9% | +89.2% |
| All | +604.3% | +184.2% | +420.1% | +363.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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