+518.2%
CEG vs XLB
+29.3%
+488.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.9% |
| 7D | -4.7% | -1.5% | -3.2% | -3.9% |
| 30D | -16.6% | +6.1% | -22.6% | -20.8% |
| 3M | -4.1% | 0.0% | -4.2% | -4.5% |
| 6M | -22.3% | 0.0% | -22.3% | -22.7% |
| YTD | -28.9% | +16.0% | -45.0% | -37.7% |
| 1Y | -28.5% | +24.7% | -53.2% | -41.1% |
| 3Y | +104.3% | +40.4% | +63.9% | +52.2% |
| All | +518.2% | +29.3% | +488.9% | +401.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling