+607.3%
CEG vs XLC
+54.2%
+553.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.1% |
| 7D | +0.3% | -1.7% | +2.0% | +1.3% |
| 30D | +2.9% | +0.2% | +2.7% | +2.6% |
| 3M | +18.2% | +0.7% | +17.5% | +17.0% |
| 6M | -9.5% | -4.5% | -5.1% | -7.5% |
| YTD | -18.7% | -4.7% | -14.0% | -16.7% |
| 1Y | -10.1% | -1.5% | -8.6% | -10.0% |
| 3Y | +168.3% | +72.2% | +96.1% | +100.5% |
| All | +607.3% | +54.2% | +553.1% | +448.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling