+99.6%
STM vs CEG
-3.0%
+102.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +0.5% |
| 7D | +5.8% | +8.0% | -2.2% | +3.6% |
| 30D | -1.0% | +12.9% | -13.9% | -4.2% |
| 3M | -33.3% | +13.2% | -46.4% | -35.5% |
| 6M | +57.4% | -7.0% | +64.3% | +55.8% |
| YTD | +102.2% | -15.0% | +117.2% | +101.2% |
| 1Y | +99.6% | -2.7% | +102.3% | +98.3% |
| All | +99.6% | -3.0% | +102.6% | +98.3% |
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