+9.1%
XLF vs CEG
-3.0%
+12.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -0.9% |
| 7D | 0.0% | +8.0% | -8.0% | -0.2% |
| 30D | +0.2% | +12.9% | -12.8% | -0.2% |
| 3M | +11.7% | +13.2% | -1.4% | +11.3% |
| 6M | +13.8% | -7.0% | +20.8% | +13.9% |
| YTD | +7.0% | -15.0% | +22.0% | +7.2% |
| 1Y | +9.1% | -2.7% | +11.9% | +9.5% |
| All | +9.1% | -3.0% | +12.2% | +9.5% |
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