-28.5%
CEG vs STZ
+13.3%
-41.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.1% |
| 7D | -4.7% | +4.9% | -9.6% | -4.1% |
| 30D | -16.6% | +20.9% | -37.4% | -15.4% |
| 3M | -4.1% | +8.0% | -12.1% | -3.2% |
| 6M | -22.3% | -5.3% | -17.0% | -22.1% |
| YTD | -28.9% | +5.9% | -34.9% | -28.2% |
| 1Y | -28.5% | +14.2% | -42.7% | -18.6% |
| All | -28.5% | +13.3% | -41.7% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling