+562.3%
CEG vs STT
+95.3%
+467.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.2% |
| 7D | +1.7% | +1.1% | +0.5% | +1.2% |
| 30D | -10.2% | -1.9% | -8.3% | -9.5% |
| 3M | -0.8% | -7.6% | +6.7% | +2.1% |
| 6M | -11.5% | +16.0% | -27.5% | -16.6% |
| YTD | -23.9% | +36.2% | -60.1% | -32.8% |
| 1Y | -25.4% | +46.8% | -72.2% | -36.0% |
| 3Y | +124.2% | +177.8% | -53.6% | +51.6% |
| All | +562.3% | +95.3% | +467.0% | +368.0% |
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