-31.9%
CEG vs XYZ
+19.9%
-51.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +15.3% | -22.0% | -8.0% |
| 7D | -4.8% | +16.5% | -21.3% | -6.2% |
| 30D | -8.2% | +15.0% | -23.1% | -9.4% |
| 3M | -7.9% | +3.5% | -11.4% | -8.1% |
| 6M | -23.2% | +21.9% | -45.1% | -25.2% |
| YTD | -30.1% | +34.6% | -64.8% | -33.1% |
| 1Y | -31.9% | +20.7% | -52.6% | -33.1% |
| All | -31.9% | +19.9% | -51.8% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling