-7.6%
CEG vs SMR
-55.7%
+48.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +7.1% | +3.4% | +8.8% |
| 7D | +7.3% | +1.7% | +5.6% | +6.5% |
| 30D | -7.4% | -24.4% | +17.1% | -2.5% |
| 3M | +2.5% | -44.6% | +47.1% | +13.0% |
| All | -7.6% | -55.7% | +48.1% | +6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling