+639.7%
CEG vs STZ
-45.6%
+685.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.1% |
| 7D | +6.7% | -7.4% | +14.1% | +6.7% |
| 30D | +11.0% | -10.9% | +21.9% | +11.1% |
| 3M | +19.5% | -13.4% | +32.9% | +19.6% |
| 6M | -5.9% | -16.2% | +10.3% | -5.6% |
| YTD | -15.0% | -10.4% | -4.5% | -15.1% |
| 1Y | +0.6% | -14.8% | +15.4% | +0.6% |
| 3Y | +180.6% | -50.1% | +230.8% | +193.1% |
| All | +639.7% | -45.6% | +685.3% | +639.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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