+639.7%
CEG vs XRT
+11.2%
+628.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.1% |
| 7D | +6.7% | -0.3% | +6.9% | +6.8% |
| 30D | +11.0% | -5.6% | +16.6% | +14.0% |
| 3M | +19.5% | +2.5% | +16.9% | +17.5% |
| 6M | -5.9% | +3.7% | -9.5% | -8.0% |
| YTD | -15.0% | +1.0% | -15.9% | -16.0% |
| 1Y | +0.6% | -1.2% | +1.8% | +0.3% |
| 3Y | +180.6% | +43.4% | +137.3% | +134.8% |
| All | +639.7% | +11.2% | +628.4% | +515.9% |
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