+582.9%
CEG vs SM
-9.0%
+591.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.7% | +13.2% | +11.1% |
| 7D | +7.3% | -22.3% | +29.6% | +13.3% |
| 30D | -7.4% | -21.4% | +14.0% | -2.6% |
| 3M | +2.5% | +1.4% | +1.1% | +0.7% |
| 6M | -8.8% | +0.1% | -8.9% | -11.4% |
| YTD | -21.5% | +59.0% | -80.5% | -34.7% |
| 1Y | -22.5% | +64.3% | -86.9% | -36.7% |
| 3Y | +133.3% | -13.1% | +146.5% | +123.5% |
| All | +582.9% | -9.0% | +591.9% | +525.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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