0.0%
STM vs CEG
+654.8%
-654.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +10.5% | -3.7% | +4.1% |
| 7D | -5.6% | +7.3% | -12.9% | -7.2% |
| 30D | -14.4% | -7.4% | -7.1% | -12.7% |
| 3M | -20.5% | +2.5% | -22.9% | -20.9% |
| 6M | -24.5% | -8.8% | -15.7% | -23.1% |
| YTD | +72.7% | -21.5% | +94.2% | +80.2% |
| 1Y | +91.0% | -22.5% | +113.6% | +99.3% |
| 3Y | +13.5% | +133.3% | -119.8% | -17.8% |
| All | 0.0% | +654.8% | -654.8% | -40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling