+0.6%
CEG vs SM
+46.7%
-46.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | +0.3% |
| 7D | +6.7% | -0.2% | +6.8% | +6.7% |
| 30D | +11.0% | +31.5% | -20.5% | +13.6% |
| 3M | +19.5% | +17.3% | +2.1% | +21.1% |
| 6M | -5.9% | +48.5% | -54.4% | -2.3% |
| YTD | -15.0% | +106.3% | -121.2% | -11.0% |
| 1Y | +0.6% | +47.3% | -46.7% | +8.7% |
| All | +0.6% | +46.7% | -46.1% | +8.7% |
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