+56.6%
XLF vs CEG
+681.8%
-625.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | 0.0% |
| 7D | -2.9% | +0.3% | -3.2% | -2.9% |
| 30D | -1.6% | +2.9% | -4.5% | -2.0% |
| 3M | +9.3% | +18.2% | -8.9% | +7.1% |
| 6M | +14.6% | -9.5% | +24.1% | +15.2% |
| YTD | +4.7% | -18.7% | +23.4% | +6.3% |
| 1Y | +8.6% | -10.1% | +18.8% | +8.4% |
| 3Y | +73.9% | +168.3% | -94.5% | +37.2% |
| All | +56.6% | +681.8% | -625.2% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling