+593.0%
CEG vs STZ
-34.0%
+627.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | +12.1% | +2.6% | +9.5% | +12.2% |
| 30D | +0.2% | +15.2% | -15.0% | +0.5% |
| 3M | +0.7% | +7.6% | -6.9% | +1.0% |
| 6M | +2.2% | +5.3% | -3.0% | +2.6% |
| YTD | -20.3% | +8.6% | -29.0% | -20.3% |
| 1Y | -16.1% | +15.6% | -31.6% | -16.0% |
| 3Y | +134.7% | -35.2% | +169.8% | +137.3% |
| All | +593.0% | -34.0% | +627.1% | +594.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling