+518.2%
CEG vs STT
+87.4%
+430.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -4.7% | -2.5% | -2.3% | -3.9% |
| 30D | -16.6% | -5.0% | -11.6% | -15.0% |
| 3M | -4.1% | -10.5% | +6.3% | -0.2% |
| 6M | -22.3% | +10.0% | -32.3% | -25.3% |
| YTD | -28.9% | +30.7% | -59.6% | -36.3% |
| 1Y | -28.5% | +43.8% | -72.2% | -38.2% |
| 3Y | +104.3% | +168.1% | -63.8% | +40.0% |
| All | +518.2% | +87.4% | +430.8% | +343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling