+43.6%
XLE vs CEG
-30.4%
+74.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | +0.1% |
| 7D | -12.0% | -4.7% | -7.3% | -12.1% |
| 30D | -2.7% | -16.6% | +13.8% | -3.5% |
| 3M | +6.6% | -4.1% | +10.7% | +6.6% |
| 6M | +9.5% | -22.3% | +31.9% | +8.8% |
| YTD | +40.6% | -28.9% | +69.5% | +38.0% |
| 1Y | +43.6% | -28.5% | +72.1% | +41.5% |
| All | +43.6% | -30.4% | +74.0% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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