+78.1%
STM vs CEG
-30.4%
+108.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | +0.1% | +2.7% |
| 7D | -10.7% | -4.7% | -6.0% | -9.0% |
| 30D | -25.7% | -16.6% | -9.2% | -20.6% |
| 3M | -21.6% | -4.1% | -17.4% | -19.9% |
| 6M | -27.8% | -22.3% | -5.5% | -23.3% |
| YTD | +61.8% | -28.9% | +90.7% | +73.3% |
| 1Y | +78.1% | -28.5% | +106.6% | +91.1% |
| All | +78.1% | -30.4% | +108.5% | +91.1% |
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