+639.5%
CEG vs SITM
+167.3%
+472.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.5% | -1.7% | +3.7% |
| 7D | +8.0% | +9.7% | -1.7% | +6.2% |
| 30D | +12.9% | +12.7% | +0.2% | +9.3% |
| 3M | +13.2% | -13.4% | +26.6% | +13.7% |
| 6M | -7.0% | +59.6% | -66.6% | -18.5% |
| YTD | -15.0% | +73.3% | -88.3% | -27.5% |
| 1Y | -2.7% | +165.5% | -168.3% | -25.3% |
| 3Y | +184.1% | +368.7% | -184.6% | +89.8% |
| All | +639.5% | +167.3% | +472.2% | +385.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling