+136.5%
CEG vs STZ
-35.4%
+171.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.9% |
| 7D | +17.8% | 0.0% | +17.8% | +17.8% |
| 30D | -4.5% | +14.7% | -19.2% | -1.4% |
| 3M | +1.5% | +8.8% | -7.3% | +3.9% |
| 6M | -3.5% | +3.1% | -6.6% | -2.2% |
| YTD | -19.7% | +7.9% | -27.6% | -17.0% |
| 1Y | -19.8% | +14.2% | -33.9% | -15.4% |
| All | +136.5% | -35.4% | +171.9% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling