+97.4%
STM vs CEG
-1.1%
+98.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +5.2% | +6.7% | -1.5% | +3.3% |
| 30D | -7.4% | +11.0% | -18.3% | -10.0% |
| 3M | -30.6% | +19.5% | -50.1% | -33.8% |
| 6M | +66.4% | -5.9% | +72.2% | +64.4% |
| YTD | +101.1% | -15.0% | +116.1% | +100.2% |
| 1Y | +97.4% | +0.6% | +96.7% | +95.0% |
| All | +97.4% | -1.1% | +98.5% | +95.0% |
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