+547.9%
CEG vs SMR
+11.2%
+536.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +15.3% | -15.2% | -2.6% |
| 7D | +6.7% | +21.4% | -14.7% | +3.0% |
| 30D | +11.0% | +13.8% | -2.9% | +8.0% |
| 3M | +19.5% | +3.9% | +15.6% | +17.1% |
| 6M | -5.9% | -4.2% | -1.7% | -8.1% |
| YTD | -15.0% | -21.1% | +6.1% | -15.6% |
| 1Y | +0.6% | -67.1% | +67.7% | +13.4% |
| 3Y | +180.6% | +88.9% | +91.8% | +129.3% |
| All | +547.9% | +11.2% | +536.7% | +482.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling