+626.9%
CEG vs XYZ
-38.5%
+665.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | +1.3% | -3.7% | +5.0% | +2.0% |
| 30D | +8.8% | +0.5% | +8.3% | +8.6% |
| 3M | +17.0% | +16.3% | +0.7% | +13.2% |
| 6M | -8.7% | +21.1% | -29.9% | -12.7% |
| YTD | -16.4% | +22.0% | -38.4% | -20.8% |
| 1Y | -1.8% | +5.2% | -6.9% | -4.4% |
| 3Y | +175.8% | +49.6% | +126.2% | +147.3% |
| All | +626.9% | -38.5% | +665.4% | +575.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling