+180.8%
CEG vs XLB
+35.9%
+144.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.2% |
| 7D | +8.0% | -1.4% | +9.4% | +9.3% |
| 30D | +12.9% | -0.4% | +13.3% | +13.3% |
| 3M | +13.2% | +2.0% | +11.2% | +11.0% |
| 6M | -7.0% | +1.8% | -8.8% | -8.8% |
| YTD | -15.0% | +16.6% | -31.6% | -26.3% |
| 1Y | -2.7% | +16.9% | -19.7% | -16.2% |
| All | +180.8% | +35.9% | +144.9% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling