-16.1%
CEG vs SITM
+47.8%
-63.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | +0.1% |
| 7D | +12.1% | +6.6% | +5.5% | +11.0% |
| 30D | +0.2% | -15.3% | +15.6% | +1.9% |
| 3M | +0.7% | -35.4% | +36.1% | +5.3% |
| 6M | +2.2% | -46.8% | +49.0% | +8.3% |
| YTD | -20.3% | +25.9% | -46.2% | -27.3% |
| 1Y | -16.1% | +54.0% | -70.1% | -27.5% |
| All | -16.1% | +47.8% | -63.9% | -27.5% |
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