-2.7%
CEG vs XLC
0.0%
-2.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.1% |
| 7D | +8.0% | -0.8% | +8.9% | +8.1% |
| 30D | +12.9% | +1.0% | +11.9% | +12.6% |
| 3M | +13.2% | -0.7% | +13.9% | +14.2% |
| 6M | -7.0% | -5.1% | -1.8% | -2.5% |
| YTD | -15.0% | -4.3% | -10.7% | -11.4% |
| 1Y | -2.7% | -0.6% | -2.2% | +1.7% |
| All | -2.7% | 0.0% | -2.7% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling