+536.8%
CEG vs SMR
+7.6%
+529.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.2% |
| 7D | +1.3% | +13.1% | -11.7% | -1.0% |
| 30D | +8.8% | +17.8% | -8.9% | +5.4% |
| 3M | +17.0% | +8.1% | +8.9% | +13.9% |
| 6M | -8.7% | -11.1% | +2.4% | -9.7% |
| YTD | -16.4% | -23.7% | +7.3% | -16.5% |
| 1Y | -1.8% | -69.4% | +67.7% | +12.1% |
| 3Y | +175.8% | +82.6% | +93.2% | +126.6% |
| All | +536.8% | +7.6% | +529.2% | +475.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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