+448.0%
SNXX vs CEG
+3.2%
+444.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +4.5% |
| 7D | +27.3% | +1.3% | +26.0% | +26.3% |
| 30D | +89.3% | +8.8% | +80.4% | +75.1% |
| 3M | -29.6% | +17.0% | -46.5% | -35.6% |
| 6M | +324.4% | -8.7% | +333.2% | +333.3% |
| All | +448.0% | +3.2% | +444.8% | +474.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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