+4.3%
STM vs CEG
+672.0%
-667.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.3% |
| 7D | +16.3% | +17.8% | -1.5% | +11.5% |
| 30D | -6.3% | -4.5% | -1.7% | -5.2% |
| 3M | -14.1% | +1.5% | -15.6% | -14.5% |
| 6M | -19.6% | -3.5% | -16.1% | -19.2% |
| YTD | +80.1% | -19.7% | +99.8% | +86.8% |
| 1Y | +95.4% | -19.8% | +115.1% | +102.1% |
| 3Y | +14.7% | +136.4% | -121.7% | -17.2% |
| All | +4.3% | +672.0% | -667.7% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling