-6.4%
STM vs CEG
+583.3%
-589.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | +0.1% | +3.3% |
| 7D | -10.7% | -4.7% | -6.0% | -9.6% |
| 30D | -25.7% | -16.6% | -9.2% | -22.2% |
| 3M | -21.6% | -4.1% | -17.4% | -20.6% |
| 6M | -27.8% | -22.3% | -5.5% | -23.6% |
| YTD | +61.8% | -28.9% | +90.7% | +73.1% |
| 1Y | +78.1% | -28.5% | +106.6% | +89.7% |
| 3Y | +4.9% | +104.3% | -99.4% | -21.3% |
| All | -6.4% | +583.3% | -589.7% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling