+96.5%
STM vs CEG
-33.0%
+129.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.7% | +0.7% | -3.5% |
| 7D | -6.0% | -4.8% | -1.2% | -4.2% |
| 30D | -20.9% | -8.2% | -12.8% | -18.2% |
| 3M | -15.8% | -7.9% | -7.8% | -12.9% |
| 6M | -17.0% | -23.2% | +6.2% | -11.4% |
| YTD | +76.8% | -30.1% | +106.9% | +90.9% |
| 1Y | +96.5% | -31.9% | +128.4% | +112.8% |
| All | +96.5% | -33.0% | +129.5% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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