+639.5%
CEG vs XYL
+1.4%
+638.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.8% |
| 7D | +8.0% | -5.0% | +13.1% | +10.5% |
| 30D | +12.9% | -13.2% | +26.2% | +20.5% |
| 3M | +13.2% | -3.7% | +16.9% | +14.1% |
| 6M | -7.0% | -17.7% | +10.7% | +1.0% |
| YTD | -15.0% | -21.5% | +6.5% | -6.2% |
| 1Y | -2.7% | -24.5% | +21.8% | +9.6% |
| 3Y | +184.1% | +6.9% | +177.1% | +169.7% |
| All | +639.5% | +1.4% | +638.0% | +547.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling