+180.6%
CEG vs XYL
+18.1%
+162.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | -1.4% |
| 7D | +6.7% | +1.8% | +4.9% | +5.6% |
| 30D | +11.0% | -9.2% | +20.2% | +16.3% |
| 3M | +19.5% | -0.3% | +19.8% | +18.0% |
| 6M | -5.9% | -11.0% | +5.1% | -1.3% |
| YTD | -15.0% | -19.2% | +4.2% | -7.0% |
| 1Y | +0.6% | -21.2% | +21.8% | +11.9% |
| 3Y | +180.6% | +18.6% | +162.0% | +156.3% |
| All | +180.6% | +18.1% | +162.5% | +156.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling