+518.2%
CEG vs XME
+107.5%
+410.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.4% | +0.9% | +2.4% |
| 7D | -4.7% | -4.5% | -0.3% | -2.3% |
| 30D | -16.6% | -10.9% | -5.7% | -11.0% |
| 3M | -4.1% | -15.3% | +11.1% | +5.1% |
| 6M | -22.3% | -24.6% | +2.3% | -9.8% |
| YTD | -28.9% | -9.6% | -19.3% | -26.8% |
| 1Y | -28.5% | +2.9% | -31.4% | -31.7% |
| 3Y | +104.3% | +86.9% | +17.4% | +38.9% |
| All | +518.2% | +107.5% | +410.7% | +349.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling