+0.6%
CEG vs STT
+74.0%
-73.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.4% |
| 7D | +6.7% | +2.2% | +4.5% | +6.0% |
| 30D | +11.0% | +3.9% | +7.1% | +9.5% |
| 3M | +19.5% | +19.2% | +0.3% | +12.4% |
| 6M | -5.9% | +60.4% | -66.2% | -21.9% |
| YTD | -15.0% | +51.5% | -66.4% | -26.4% |
| 1Y | +0.6% | +76.3% | -75.6% | -12.4% |
| All | +0.6% | +74.0% | -73.3% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling