+111.2%
CEG vs SMTC
+606.0%
-494.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +12.7% | -8.5% | +1.2% |
| 7D | -4.7% | -19.0% | +14.2% | -0.3% |
| 30D | -16.6% | -46.7% | +30.2% | -3.9% |
| 3M | -4.1% | -23.4% | +19.3% | -0.3% |
| 6M | -22.3% | -13.4% | -8.9% | -23.9% |
| YTD | -28.9% | +40.1% | -69.0% | -39.8% |
| 1Y | -28.5% | +47.7% | -76.1% | -40.3% |
| All | +111.2% | +606.0% | -494.7% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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