-16.1%
CEG vs XYZ
+29.4%
-45.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.0% |
| 7D | +12.1% | -1.1% | +13.2% | +12.2% |
| 30D | +0.2% | +11.5% | -11.3% | -0.8% |
| 3M | +0.7% | +1.8% | -1.1% | +0.7% |
| 6M | +2.2% | +21.2% | -19.0% | -0.2% |
| YTD | -20.3% | +29.9% | -50.3% | -23.2% |
| 1Y | -16.1% | +35.8% | -51.8% | -20.0% |
| All | -16.1% | +29.4% | -45.5% | -20.0% |
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