+133.3%
CEG vs SMR
+151.9%
-18.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +7.1% | +3.4% | +9.1% |
| 7D | +7.3% | +1.7% | +5.6% | +6.7% |
| 30D | -7.4% | -24.4% | +17.1% | -2.9% |
| 3M | +2.5% | -44.6% | +47.1% | +12.6% |
| 6M | -8.8% | -56.7% | +47.9% | +3.3% |
| YTD | -21.5% | -61.6% | +40.1% | -11.9% |
| 1Y | -22.5% | -82.1% | +59.5% | -0.6% |
| 3Y | +133.3% | +161.5% | -28.2% | +101.1% |
| All | +133.3% | +151.9% | -18.5% | +101.1% |
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