+518.2%
CEG vs XRT
+16.4%
+501.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.1% |
| 7D | -4.7% | +0.9% | -5.6% | -5.5% |
| 30D | -16.6% | +7.9% | -24.5% | -20.0% |
| 3M | -4.1% | -0.2% | -3.9% | -4.7% |
| 6M | -22.3% | +5.6% | -27.9% | -25.1% |
| YTD | -28.9% | +5.7% | -34.6% | -31.7% |
| 1Y | -28.5% | +14.6% | -43.0% | -34.0% |
| 3Y | +104.3% | +50.7% | +53.6% | +66.1% |
| All | +518.2% | +16.4% | +501.8% | +400.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling