+673.8%
STX vs CEG
+135.3%
+538.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.8% |
| 7D | +14.6% | +12.1% | +2.5% | +10.6% |
| 30D | -26.0% | +0.2% | -26.2% | -25.9% |
| 3M | -42.6% | +0.7% | -43.3% | -42.9% |
| 6M | -35.3% | +2.2% | -37.5% | -36.0% |
| YTD | +92.5% | -20.3% | +112.8% | +102.1% |
| 1Y | +102.4% | -16.1% | +118.5% | +109.7% |
| 3Y | +673.8% | +134.7% | +539.2% | +508.0% |
| All | +673.8% | +135.3% | +538.5% | +508.0% |
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