+639.5%
CEG vs XLB
+29.9%
+609.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.2% |
| 7D | +8.0% | -1.4% | +9.4% | +9.2% |
| 30D | +12.9% | -0.4% | +13.3% | +13.3% |
| 3M | +13.2% | +2.0% | +11.2% | +11.1% |
| 6M | -7.0% | +1.8% | -8.8% | -8.6% |
| YTD | -15.0% | +16.6% | -31.6% | -25.6% |
| 1Y | -2.7% | +16.9% | -19.7% | -15.3% |
| 3Y | +184.1% | +32.6% | +151.5% | +122.0% |
| All | +639.5% | +29.9% | +609.5% | +500.0% |
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