+180.6%
CEG vs XYZ
+43.0%
+137.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.9% |
| 7D | +6.7% | +2.9% | +3.8% | +5.9% |
| 30D | +11.0% | +1.4% | +9.6% | +10.4% |
| 3M | +19.5% | +14.6% | +4.9% | +14.5% |
| 6M | -5.9% | +20.8% | -26.6% | -11.6% |
| YTD | -15.0% | +23.1% | -38.0% | -21.4% |
| 1Y | +0.6% | +5.6% | -5.0% | -3.0% |
| 3Y | +180.6% | +50.9% | +129.7% | +143.2% |
| All | +180.6% | +43.0% | +137.6% | +143.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling