-7.0%
CEG vs STZ
-17.1%
+10.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.0% |
| 7D | +8.0% | -1.9% | +9.9% | +8.4% |
| 30D | +12.9% | -1.9% | +14.8% | +13.3% |
| 3M | +13.2% | -6.2% | +19.4% | +14.1% |
| 6M | -7.0% | -14.0% | +7.0% | -4.4% |
| All | -7.0% | -17.1% | +10.1% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling