+626.9%
CEG vs XYL
+3.3%
+623.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | +1.3% | +0.8% | +0.5% | +0.8% |
| 30D | +8.8% | -10.8% | +19.7% | +14.7% |
| 3M | +17.0% | -2.5% | +19.5% | +17.2% |
| 6M | -8.7% | -12.2% | +3.5% | -3.8% |
| YTD | -16.4% | -20.1% | +3.6% | -8.5% |
| 1Y | -1.8% | -20.6% | +18.9% | +8.1% |
| 3Y | +175.8% | +17.3% | +158.5% | +151.6% |
| All | +626.9% | +3.3% | +623.7% | +530.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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