+1,335.2%
STX vs CEG
+182.6%
+1,152.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.9% | +1.5% | +4.9% |
| 7D | +2.4% | +8.0% | -5.7% | 0.0% |
| 30D | +1.4% | +12.9% | -11.6% | -2.3% |
| 3M | -8.2% | +13.2% | -21.4% | -11.4% |
| 6M | +127.0% | -7.0% | +134.0% | +129.4% |
| YTD | +209.1% | -15.0% | +224.1% | +219.4% |
| 1Y | +365.4% | -2.7% | +368.2% | +367.1% |
| All | +1,335.2% | +182.6% | +1,152.6% | +986.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling