+639.5%
CEG vs XRT
+13.7%
+625.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.4% |
| 7D | +8.0% | +0.8% | +7.2% | +7.6% |
| 30D | +12.9% | -4.2% | +17.1% | +15.2% |
| 3M | +13.2% | +5.1% | +8.1% | +10.0% |
| 6M | -7.0% | +2.4% | -9.4% | -8.5% |
| YTD | -15.0% | +3.2% | -18.2% | -16.8% |
| 1Y | -2.7% | +1.5% | -4.2% | -4.3% |
| 3Y | +184.1% | +40.6% | +143.5% | +139.0% |
| All | +639.5% | +13.7% | +625.8% | +509.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling