+607.3%
CEG vs SITM
+163.0%
+444.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.1% |
| 7D | +0.3% | +4.8% | -4.5% | -0.5% |
| 30D | +2.9% | -9.7% | +12.6% | +4.5% |
| 3M | +18.2% | -9.3% | +27.5% | +17.9% |
| 6M | -9.5% | +69.5% | -79.0% | -21.6% |
| YTD | -18.7% | +70.5% | -89.2% | -30.4% |
| 1Y | -10.1% | +145.3% | -155.4% | -29.8% |
| 3Y | +168.3% | +432.8% | -264.5% | +76.8% |
| All | +607.3% | +163.0% | +444.3% | +365.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling