+639.7%
CEG vs XME
+166.2%
+473.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | +6.7% | +3.6% | +3.1% | +4.7% |
| 30D | +11.0% | +3.6% | +7.3% | +8.7% |
| 3M | +19.5% | +1.2% | +18.3% | +18.1% |
| 6M | -5.9% | +9.0% | -14.9% | -11.5% |
| YTD | -15.0% | +15.9% | -30.9% | -23.8% |
| 1Y | +0.6% | +43.2% | -42.5% | -20.6% |
| 3Y | +180.6% | +137.4% | +43.2% | +66.6% |
| All | +639.7% | +166.2% | +473.5% | +368.3% |
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 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