-25.4%
CEG vs SM
+64.7%
-90.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.5% | -2.9% |
| 7D | +1.7% | -19.5% | +21.2% | -0.1% |
| 30D | -10.2% | -20.2% | +10.0% | -11.7% |
| 3M | -0.8% | -6.5% | +5.7% | -0.3% |
| 6M | -11.5% | +1.6% | -13.1% | -9.5% |
| YTD | -23.9% | +61.2% | -85.1% | -16.4% |
| 1Y | -25.4% | +65.4% | -90.8% | -17.8% |
| All | -25.4% | +64.7% | -90.1% | -17.8% |
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