-31.9%
CEG vs XME
+5.2%
-37.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.2% |
| 7D | -4.8% | -5.5% | +0.7% | -2.1% |
| 30D | -8.2% | -11.1% | +2.9% | -2.6% |
| 3M | -7.9% | -11.1% | +3.2% | -2.3% |
| 6M | -23.2% | -18.0% | -5.2% | -16.2% |
| YTD | -30.1% | -7.4% | -22.8% | -32.8% |
| 1Y | -31.9% | +6.7% | -38.6% | -41.3% |
| All | -31.9% | +5.2% | -37.1% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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