+579.5%
CEG vs XHB
+40.4%
+539.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +11.8% | -4.1% | +15.9% | +13.7% |
| 30D | -6.5% | +9.6% | -16.1% | -10.3% |
| 3M | -1.2% | -6.0% | +4.9% | +0.9% |
| 6M | -8.0% | +2.2% | -10.2% | -9.5% |
| YTD | -21.9% | +1.1% | -23.0% | -23.2% |
| 1Y | -21.4% | -1.7% | -19.7% | -22.0% |
| 3Y | +130.0% | +36.5% | +93.5% | +91.5% |
| All | +579.5% | +40.4% | +539.1% | +403.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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