+626.9%
CEG vs SITM
+157.6%
+469.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | +1.3% | +3.7% | -2.4% | +0.7% |
| 30D | +8.8% | -14.5% | +23.4% | +11.6% |
| 3M | +17.0% | -10.6% | +27.5% | +16.9% |
| 6M | -8.7% | +65.5% | -74.3% | -20.5% |
| YTD | -16.4% | +67.0% | -83.4% | -28.2% |
| 1Y | -1.8% | +138.6% | -140.4% | -22.9% |
| 3Y | +175.8% | +421.8% | -246.0% | +82.5% |
| All | +626.9% | +157.6% | +469.4% | +380.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling