+639.5%
CEG vs STLA
-65.2%
+704.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.6% |
| 7D | +8.0% | +2.6% | +5.4% | +7.4% |
| 30D | +12.9% | -1.2% | +14.2% | +13.0% |
| 3M | +13.2% | -24.8% | +37.9% | +19.3% |
| 6M | -7.0% | -25.6% | +18.6% | -2.4% |
| YTD | -15.0% | -48.9% | +33.9% | -4.1% |
| 1Y | -2.7% | -38.8% | +36.0% | +3.8% |
| 3Y | +184.1% | -64.5% | +248.6% | +232.5% |
| All | +639.5% | -65.2% | +704.7% | +729.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling