-19.8%
CEG vs SM
+78.0%
-97.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | +3.2% |
| 7D | +17.8% | +10.6% | +7.2% | +18.8% |
| 30D | -4.5% | -15.0% | +10.4% | -5.8% |
| 3M | +1.5% | +1.7% | -0.2% | +2.6% |
| 6M | -3.5% | +5.9% | -9.4% | -1.5% |
| YTD | -19.7% | +79.0% | -98.7% | -11.8% |
| 1Y | -19.8% | +84.7% | -104.5% | -10.6% |
| All | -19.8% | +78.0% | -97.7% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling