-22.3%
CEG vs XLC
-9.3%
-13.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.4% |
| 7D | -4.7% | +4.9% | -9.6% | -3.9% |
| 30D | -16.6% | -5.8% | -10.8% | -16.7% |
| 3M | -4.1% | -5.4% | +1.3% | -4.4% |
| 6M | -22.3% | -10.2% | -12.1% | -24.9% |
| All | -22.3% | -9.3% | -13.0% | -24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling