+95.9%
CEG vs SUI
+16.8%
+79.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.4% |
| 7D | -9.4% | +8.8% | -18.2% | -8.2% |
| 30D | -20.2% | +8.9% | -29.2% | -19.1% |
| 3M | -9.5% | +2.0% | -11.5% | -8.9% |
| 6M | -25.0% | -0.6% | -24.3% | -24.7% |
| YTD | -31.9% | +1.3% | -33.2% | -31.3% |
| 1Y | -33.7% | +1.3% | -34.9% | -33.1% |
| All | +95.9% | +16.8% | +79.0% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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