+579.5%
CEG vs XYL
-8.7%
+588.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.3% |
| 7D | +11.8% | -5.9% | +17.7% | +14.6% |
| 30D | -6.5% | -7.3% | +0.8% | -4.9% |
| 3M | -1.2% | -22.5% | +21.3% | +9.0% |
| 6M | -8.0% | -14.4% | +6.4% | -3.8% |
| YTD | -21.9% | -29.4% | +7.5% | -11.2% |
| 1Y | -21.4% | -35.6% | +14.2% | -6.4% |
| 3Y | +130.0% | +0.3% | +129.7% | +121.5% |
| All | +579.5% | -8.7% | +588.3% | +512.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling