+134.7%
CEG vs SITM
+318.4%
-183.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | +0.5% |
| 7D | +12.1% | +6.6% | +5.5% | +10.5% |
| 30D | +0.2% | -15.3% | +15.6% | +3.4% |
| 3M | +0.7% | -35.4% | +36.1% | +9.2% |
| 6M | +2.2% | -46.8% | +49.0% | +13.5% |
| YTD | -20.3% | +25.9% | -46.2% | -31.4% |
| 1Y | -16.1% | +54.0% | -70.1% | -31.9% |
| 3Y | +134.7% | +315.6% | -180.9% | +40.9% |
| All | +134.7% | +318.4% | -183.7% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling