+133.3%
CEG vs XHB
+41.0%
+92.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.6% | +6.9% | +9.2% |
| 7D | +7.3% | +1.3% | +6.0% | +6.7% |
| 30D | -7.4% | +11.8% | -19.2% | -11.3% |
| 3M | +2.5% | -3.8% | +6.3% | +3.7% |
| 6M | -8.8% | +4.1% | -12.9% | -10.7% |
| YTD | -21.5% | +4.0% | -25.5% | -23.5% |
| 1Y | -22.5% | +1.6% | -24.1% | -23.8% |
| 3Y | +133.3% | +43.2% | +90.2% | +91.6% |
| All | +133.3% | +41.0% | +92.3% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling