+639.5%
CEG vs SMTC
+87.2%
+552.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.2% | -4.3% | +2.9% |
| 7D | +8.0% | +12.7% | -4.7% | +5.3% |
| 30D | +12.9% | +22.0% | -9.0% | +7.2% |
| 3M | +13.2% | -12.7% | +25.8% | +13.9% |
| 6M | -7.0% | +64.8% | -71.8% | -20.1% |
| YTD | -15.0% | +100.7% | -115.7% | -30.4% |
| 1Y | -2.7% | +146.9% | -149.6% | -24.4% |
| 3Y | +184.1% | +456.8% | -272.8% | +83.8% |
| All | +639.5% | +87.2% | +552.2% | +436.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling