+910.5%
STX vs CEG
+717.5%
+193.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +10.7% | +6.7% | +4.1% | +8.6% |
| 30D | +11.3% | +11.0% | +0.3% | +7.9% |
| 3M | +3.2% | +19.5% | -16.3% | -1.8% |
| 6M | +157.0% | -5.9% | +162.8% | +159.0% |
| YTD | +229.2% | -15.0% | +244.2% | +240.2% |
| 1Y | +381.8% | +0.6% | +381.2% | +378.7% |
| 3Y | +1,383.2% | +180.6% | +1,202.6% | +954.6% |
| All | +910.5% | +717.5% | +193.0% | +493.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling