+582.9%
CEG vs STT
+93.5%
+489.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.2% | +7.2% | +9.2% |
| 7D | +7.3% | +0.9% | +6.4% | +6.9% |
| 30D | -7.4% | -2.3% | -5.0% | -6.5% |
| 3M | +2.5% | -7.5% | +9.9% | +5.5% |
| 6M | -8.8% | +14.9% | -23.7% | -13.7% |
| YTD | -21.5% | +34.9% | -56.4% | -30.4% |
| 1Y | -22.5% | +47.1% | -69.6% | -33.6% |
| 3Y | +133.3% | +179.6% | -46.3% | +57.5% |
| All | +582.9% | +93.5% | +489.4% | +384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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