+415.5%
STX vs CEG
+583.3%
-167.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -2.5% |
| 7D | -28.5% | -4.7% | -23.7% | -27.3% |
| 30D | -42.9% | -16.6% | -26.3% | -39.6% |
| 3M | -45.9% | -4.1% | -41.8% | -45.4% |
| 6M | -41.3% | -22.3% | -19.0% | -37.2% |
| YTD | +67.9% | -28.9% | +96.9% | +82.5% |
| 1Y | +66.5% | -28.5% | +95.0% | +80.9% |
| 3Y | +588.0% | +104.3% | +483.7% | +435.7% |
| All | +415.5% | +583.3% | -167.8% | +218.5% |
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 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