+639.5%
CEG vs XME
+163.2%
+476.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.2% |
| 3M | +13.2% | -7.7% | +20.9% | +17.6% |
| 6M | -7.0% | +1.0% | -7.9% | -8.8% |
| YTD | -15.0% | +14.6% | -29.6% | -23.3% |
| 1Y | -2.7% | +46.0% | -48.7% | -24.2% |
| 3Y | +184.1% | +127.0% | +57.0% | +72.3% |
| All | +639.5% | +163.2% | +476.2% | +371.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling