+639.7%
CEG vs XLB
+28.7%
+611.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.8% |
| 7D | +6.7% | -0.2% | +6.9% | +6.9% |
| 30D | +11.0% | -1.7% | +12.7% | +12.5% |
| 3M | +19.5% | +4.4% | +15.1% | +15.0% |
| 6M | -5.9% | +5.0% | -10.9% | -9.8% |
| YTD | -15.0% | +15.5% | -30.4% | -25.0% |
| 1Y | +0.6% | +14.9% | -14.3% | -11.1% |
| 3Y | +180.6% | +34.5% | +146.1% | +116.8% |
| All | +639.7% | +28.7% | +611.0% | +504.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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