+639.5%
CEG vs XHB
+39.9%
+599.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.5% |
| 7D | +8.0% | -1.3% | +9.3% | +8.6% |
| 30D | +12.9% | -6.9% | +19.8% | +16.2% |
| 3M | +13.2% | -1.3% | +14.4% | +13.3% |
| 6M | -7.0% | -6.8% | -0.2% | -5.0% |
| YTD | -15.0% | +0.7% | -15.7% | -16.0% |
| 1Y | -2.7% | -11.2% | +8.5% | +0.9% |
| 3Y | +184.1% | +25.3% | +158.7% | +146.1% |
| All | +639.5% | +39.9% | +599.6% | +451.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling