+492.8%
CEG vs SUI
-26.3%
+519.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | -9.4% | +8.8% | -18.2% | -10.5% |
| 30D | -20.2% | +8.9% | -29.2% | -21.3% |
| 3M | -9.5% | +2.0% | -11.5% | -9.8% |
| 6M | -25.0% | -0.6% | -24.3% | -25.0% |
| YTD | -31.9% | +1.3% | -33.2% | -32.2% |
| 1Y | -33.7% | +1.3% | -34.9% | -34.0% |
| 3Y | +108.7% | +16.3% | +92.4% | +91.1% |
| All | +492.8% | -26.3% | +519.0% | +581.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling