+180.8%
CEG vs SMR
+65.0%
+115.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.0% |
| 7D | +8.0% | +4.4% | +3.6% | +7.2% |
| 30D | +12.9% | +3.4% | +9.5% | +12.0% |
| 3M | +13.2% | -19.2% | +32.3% | +15.9% |
| 6M | -7.0% | -22.6% | +15.7% | -5.6% |
| YTD | -15.0% | -31.5% | +16.5% | -13.3% |
| 1Y | -2.7% | -73.1% | +70.4% | +13.8% |
| All | +180.8% | +65.0% | +115.8% | +140.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling