+97.0%
STM vs CEG
-23.2%
+120.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.4% |
| 7D | +1.4% | +11.8% | -10.4% | -3.0% |
| 30D | -8.4% | -6.5% | -1.8% | -6.4% |
| 3M | -15.8% | -1.2% | -14.7% | -15.6% |
| 6M | -22.8% | -8.0% | -14.8% | -22.3% |
| YTD | +79.4% | -21.9% | +101.2% | +85.1% |
| 1Y | +97.0% | -21.4% | +118.4% | +103.5% |
| All | +97.0% | -23.2% | +120.2% | +103.5% |
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