-2.7%
CEG vs SITM
+174.8%
-177.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.5% | -1.7% | +4.3% |
| 7D | +8.0% | +9.7% | -1.7% | +7.1% |
| 30D | +12.9% | +12.7% | +0.2% | +11.1% |
| 3M | +13.2% | -13.4% | +26.6% | +13.6% |
| 6M | -7.0% | +59.6% | -66.6% | -13.1% |
| YTD | -15.0% | +73.3% | -88.3% | -21.4% |
| 1Y | -2.7% | +165.5% | -168.3% | -3.9% |
| All | -2.7% | +174.8% | -177.5% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling