+180.8%
CEG vs XME
+134.1%
+46.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.8% |
| 7D | +8.0% | -0.1% | +8.1% | +8.1% |
| 30D | +12.9% | +6.0% | +7.0% | +8.7% |
| 3M | +13.2% | -7.7% | +20.9% | +18.3% |
| 6M | -7.0% | +1.0% | -7.9% | -9.2% |
| YTD | -15.0% | +14.6% | -29.6% | -25.6% |
| 1Y | -2.7% | +46.0% | -48.7% | -30.0% |
| All | +180.8% | +134.1% | +46.7% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling