+639.7%
CEG vs STLA
-66.3%
+706.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.6% |
| 7D | +6.7% | +0.7% | +5.9% | +6.5% |
| 30D | +11.0% | -2.4% | +13.3% | +11.3% |
| 3M | +19.5% | -23.9% | +43.4% | +25.6% |
| 6M | -5.9% | -24.6% | +18.8% | -1.5% |
| YTD | -15.0% | -50.5% | +35.5% | -3.5% |
| 1Y | +0.6% | -39.8% | +40.5% | +7.7% |
| 3Y | +180.6% | -65.6% | +246.2% | +230.4% |
| All | +639.7% | -66.3% | +706.0% | +734.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling