-7.0%
CEG vs XYZ
+30.8%
-37.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.0% |
| 7D | +8.0% | -1.0% | +9.0% | +8.0% |
| 30D | +12.9% | -1.7% | +14.6% | +12.9% |
| 3M | +13.2% | +16.7% | -3.6% | +10.4% |
| 6M | -7.0% | +26.9% | -33.8% | -10.2% |
| All | -7.0% | +30.8% | -37.8% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling